From a49c9f09b5790317f732da8b72ffea51d51e7cf4 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Tue, 11 Feb 2025 21:16:47 -0500 Subject: [PATCH 01/26] Update client to implement pytrade interfaces --- .dockerignore | 16 +- .gitmodules | 6 + .vscode/launch.json | 15 + .vscode/settings.json | 10 +- Makefile | 2 +- docker/Dockerfile | 8 +- docker/docker-compose.base.yaml | 2 - docker/docker-compose.yaml | 2 - makefiles/lint.mk | 7 +- makefiles/local.mk | 7 +- oanda-client.code-workspace | 6 +- oanda_client/config.py | 94 +-- oanda_client/events.py | 35 +- oanda_client/models.py | 31 + oanda_client/oanda.py | 270 +++++++-- poetry.lock | 965 ++++++++++++++++++++++++------ pyproject.toml | 8 +- tests/integration/test_default.py | 2 +- tests/unit/test_default.py | 2 +- 19 files changed, 1142 insertions(+), 346 deletions(-) create mode 100644 .vscode/launch.json create mode 100644 oanda_client/models.py diff --git a/.dockerignore b/.dockerignore index 2764e14..3e447d1 100644 --- a/.dockerignore +++ b/.dockerignore @@ -1,8 +1,8 @@ -.coverage -.mypy_cache -.pytest_cache -.venv -docker -*.code-workspace -.dockerignore -htmlcov \ No newline at end of file +**/.coverage +**/.mypy_cache +**/.pytest_cache +**/.venv +**/docker +**/*.code-workspace +**/.dockerignore +**/htmlcov \ No newline at end of file diff --git a/.gitmodules b/.gitmodules index e69de29..3a19ef8 100644 --- a/.gitmodules +++ b/.gitmodules @@ -0,0 +1,6 @@ +[submodule "libs/PyTrade"] + path = libs/PyTrade + url = https://github.com/kylewidmann/PyTrade.git +[submodule "libs/v20-python"] + path = libs/v20-python + url = https://github.com/kylewidmann/v20-python.git diff --git a/.vscode/launch.json b/.vscode/launch.json new file mode 100644 index 0000000..6b76b4f --- /dev/null +++ b/.vscode/launch.json @@ -0,0 +1,15 @@ +{ + // Use IntelliSense to learn about possible attributes. + // Hover to view descriptions of existing attributes. + // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387 + "version": "0.2.0", + "configurations": [ + { + "name": "Python Debugger: Current File", + "type": "debugpy", + "request": "launch", + "program": "${file}", + "console": "integratedTerminal" + } + ] +} \ No newline at end of file diff --git a/.vscode/settings.json b/.vscode/settings.json index 42a2d0e..9c82cb6 100644 --- a/.vscode/settings.json +++ b/.vscode/settings.json @@ -6,5 +6,13 @@ ], "python.testing.unittestEnabled": false, "python.testing.pytestEnabled": true, - "python.terminal.activateEnvironment": true + "debugpy.debugJustMyCode": false, + "python.terminal.activateEnvironment": true, + "python.analysis.extraPaths": [ + "libs/PyTrade", + "libs/v20-python" + ], + "files.exclude": { + "libs": true + } } \ No newline at end of file diff --git a/Makefile b/Makefile index 797c19c..e87d54b 100644 --- a/Makefile +++ b/Makefile @@ -5,7 +5,7 @@ BUILD_NUMBER ?= 0 IMAGE ?= ${PROJECT}:${BRANCH_NAME}-${BUILD_NUMBER} COMPOSE_FILE=docker/docker-compose.yaml COMPOSE_BASE_FILE=docker/docker-compose.base.yaml -DC=docker-compose -p ${PROJECT} -f ${COMPOSE_FILE} -f ${COMPOSE_BASE_FILE} +DC=docker compose -p ${PROJECT} -f ${COMPOSE_FILE} -f ${COMPOSE_BASE_FILE} SERVICE := oanda_client POETRY ?= "poetry" VERSION := $(shell head VERSION | grep -Eo "\d+.\d+.\d+") diff --git a/docker/Dockerfile b/docker/Dockerfile index fd07299..4dd1a9c 100644 --- a/docker/Dockerfile +++ b/docker/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.12.2-slim-bookworm as base +FROM python:3.12.2-slim-bookworm AS base ENV \ PYTHONUNBUFFERED=1 \ @@ -25,13 +25,14 @@ RUN curl -sSL https://install.python-poetry.org | python3 - \ WORKDIR /app/${PROEJCT_DIR} COPY ${PROEJCT_DIR}/pyproject.toml ${PROEJCT_DIR}/poetry.lock ./ +COPY libs libs/ RUN poetry install --only main ################################################## ## PRODUCTION ## ################################################## -FROM python:3.12.2-slim-bookworm as production +FROM python:3.12.2-slim-bookworm AS production ARG PROEJCT_DIR @@ -59,7 +60,7 @@ ENTRYPOINT ["/app/scripts/entrypoint.sh"] ## DEVELOPMENT ## ################################################## -FROM base as development +FROM base AS development ENV PATH="/app/.venv/bin:$PATH" ENV APP_USER app @@ -74,6 +75,7 @@ RUN set -ex \ WORKDIR /app COPY --chown=${APP_USER}:${APP_GROUP} . ./ RUN poetry install +RUN chown ${APP_USER}:${APP_GROUP} . USER ${APP_USER} ENTRYPOINT ["/app/scripts/entrypoint.sh"] \ No newline at end of file diff --git a/docker/docker-compose.base.yaml b/docker/docker-compose.base.yaml index 3e6d291..883a9e2 100644 --- a/docker/docker-compose.base.yaml +++ b/docker/docker-compose.base.yaml @@ -1,5 +1,3 @@ -version: "2.4" - services: base: image: ${PROJECT}_development:${BRANCH_NAME}-${BUILD_NUMBER} diff --git a/docker/docker-compose.yaml b/docker/docker-compose.yaml index 90af692..291dd73 100644 --- a/docker/docker-compose.yaml +++ b/docker/docker-compose.yaml @@ -1,5 +1,3 @@ -version: "2.4" - services: shell: diff --git a/makefiles/lint.mk b/makefiles/lint.mk index 8014bc8..7afe440 100644 --- a/makefiles/lint.mk +++ b/makefiles/lint.mk @@ -1,21 +1,20 @@ .PHONY: bandit bandit: ##@lint Run bandit bandit: files ?= ${SERVICE} -bandit: args ?= --configfile=bandit.yaml bandit: - ${DC} run --rm --no-deps bandit -r ${files} ${args} + ${DC} run --rm --no-deps bandit -r ${files} .PHONY: black black: ##@lint Run black black: files ?= ${SERVICE} tests black: - ${DC} run --rm --no-deps black -r ${files} + ${DC} run --rm --no-deps black ${files} .PHONY: flake8 flake8: ##@lint Run flake8 flake8: files ?= ${SERVICE} tests flake8: - ${DC} run --rm --no-deps falke8 --config .flake8 ${files} + ${DC} run --rm --no-deps flake8 --config .flake8 ${files} .PHONY: isort isort: ##@lint Run isort diff --git a/makefiles/local.mk b/makefiles/local.mk index ba00ce9..4a0a451 100644 --- a/makefiles/local.mk +++ b/makefiles/local.mk @@ -33,10 +33,15 @@ mypy-local: lint-local: ##@lint Run lint tools lint-local: bandit-local black-local flake8-local isort-local mypy-local +.PHONY: clean-imports +clean-imports: ##@local Remove unused imports +clean-imports: + autoflake --in-place --remove-all-unused-imports --recursive oanda_client tests + .PHONY: reformat reformat: ##@local Reformat module reformat: files ?= ${SERVICE} tests -reformat: +reformat: clean-imports ${POETRY} run isort --overwrite-in-place ${files} ${POETRY} run black ${files} diff --git a/oanda-client.code-workspace b/oanda-client.code-workspace index 9e95099..dd21aa6 100644 --- a/oanda-client.code-workspace +++ b/oanda-client.code-workspace @@ -5,11 +5,11 @@ "name": "oanda-client" }, { - "path": "../fx-lib", - "name": "libs/fx-lib" + "path": "libs/PyTrade", + "name": "libs/PyTrade" }, { - "path": "../v20-python", + "path": "libs/v20-python", "name": "libs/v20-python" } ], diff --git a/oanda_client/config.py b/oanda_client/config.py index d727e03..d7bebf5 100644 --- a/oanda_client/config.py +++ b/oanda_client/config.py @@ -1,9 +1,12 @@ from __future__ import print_function -import yaml + import os import sys + import v20 -from oanda_client import input +import yaml + +# from oanda_client import input # @@ -52,6 +55,7 @@ class Config(object): Using the Config object enables the scripts to exist without many command line arguments (host, token, accountID, etc) """ + def __init__(self): """ Initialize an empty Config object @@ -113,7 +117,7 @@ def load(self, path): try: with open(os.path.expanduser(path)) as f: - y = yaml.load(f, Loader=yaml.FullLoader) + y = yaml.safe_load(f) self.hostname = y.get("hostname", self.hostname) self.streaming_hostname = y.get( "streaming_hostname", self.streaming_hostname @@ -123,12 +127,8 @@ def load(self, path): self.username = y.get("username", self.username) self.token = y.get("token", self.token) self.accounts = y.get("accounts", self.accounts) - self.active_account = y.get( - "active_account", self.active_account - ) - self.datetime_format = y.get( - "datetime_format", self.datetime_format - ) + self.active_account = y.get("active_account", self.active_account) + self.datetime_format = y.get("datetime_format", self.datetime_format) except Exception: raise ConfigPathError(path) @@ -162,33 +162,22 @@ def update_from_input(self): prompts """ - environments = [ - "fxtrade", - "fxpractice" - ] + environments = ["fxtrade", "fxpractice"] - hostnames = [ - "api-fxtrade.oanda.com", - "api-fxpractice.oanda.com" - ] + hostnames = ["api-fxtrade.oanda.com", "api-fxpractice.oanda.com"] streaming_hostnames = [ "stream-fxtrade.oanda.com", - "stream-fxpractice.oanda.com" + "stream-fxpractice.oanda.com", ] index = 0 - try: + if self.hostname in hostnames: index = hostnames.index(self.hostname) - except Exception: - pass environment = input.get_from_list( - environments, - "Available environments:", - "Select environment", - index + environments, "Available environments:", "Select environment", index ) index = environments.index(environment) @@ -197,9 +186,7 @@ def update_from_input(self): self.streaming_hostname = streaming_hostnames[index] print("> API host selected is: {}".format(self.hostname)) - print( - "> Streaming host selected is: {}".format(self.streaming_hostname) - ) + print("> Streaming host selected is: {}".format(self.streaming_hostname)) print("") self.username = input.get_string("Enter username", self.username) @@ -207,25 +194,15 @@ def update_from_input(self): print("> username is: {}".format(self.username)) print("") - self.token = input.get_string( - "Enter personal access token", self.token - ) + self.token = input.get_string("Enter personal access token", self.token) print("> Using personal access token: {}".format(self.token)) - ctx = v20.Context( - self.hostname, - self.port, - self.ssl - ) + ctx = v20.Context(self.hostname, self.port, self.ssl) ctx.set_token(self.token) - ctx_streaming = v20.Context( - self.streaming_hostname, - self.port, - self.ssl - ) + ctx_streaming = v20.Context(self.streaming_hostname, self.port, self.ssl) ctx_streaming.set_token(self.token) @@ -235,9 +212,7 @@ def update_from_input(self): print(response) sys.exit() - self.accounts = [ - account.id for account in response.body.get("accounts") - ] + self.accounts = [account.id for account in response.body.get("accounts")] self.accounts.sort() @@ -247,18 +222,13 @@ def update_from_input(self): index = 0 - try: + if self.active_account in self.accounts: index = self.accounts.index(self.active_account) - except Exception: - pass print("") self.active_account = input.get_from_list( - self.accounts, - "Available Accounts:", - "Select Active Account", - index + self.accounts, "Available Accounts:", "Select Active Account", index ) print("> Active Account is: {}".format(self.active_account)) @@ -268,16 +238,11 @@ def update_from_input(self): index = 0 - try: + if self.datetime_format in time_formats: index = time_formats.index(self.datetime_format) - except Exception: - pass self.datetime_format = input.get_from_list( - time_formats, - "Available Time Formats:", - "Select Time Format", - index + time_formats, "Available Time Formats:", "Select Time Format", index ) def create_context(self): @@ -290,7 +255,7 @@ def create_context(self): self.ssl, application="sample_code", token=self.token, - datetime_format=self.datetime_format + datetime_format=self.datetime_format, ) return ctx @@ -305,7 +270,7 @@ def create_streaming_context(self): self.ssl, application="sample_code", token=self.token, - datetime_format=self.datetime_format + datetime_format=self.datetime_format, ) return ctx @@ -362,9 +327,6 @@ def add_argument(parser): type=make_config_instance, default=default_config_path(), help="The location of the v20 config file to load. " - "This defaults to the file set in the ${} " - "environment variable, followed by file {}".format( - DEFAULT_ENV, - DEFAULT_PATH - ) - ) \ No newline at end of file + "This defaults to the file set in the ${} " + "environment variable, followed by file {}".format(DEFAULT_ENV, DEFAULT_PATH), + ) diff --git a/oanda_client/events.py b/oanda_client/events.py index 3a79dc6..5946570 100644 --- a/oanda_client/events.py +++ b/oanda_client/events.py @@ -1,35 +1,38 @@ -from typing import Callable, TypeVar, Generic -from v20.instrument import Candlestick -from abc import ABC, abstractmethod +from abc import abstractmethod +from typing import Callable, Generic, TypeVar + +from pytrade.instruments import Candlestick + +T = TypeVar("T") -T = TypeVar('T') class Event(Generic[T]): - - def __init__(self): + + def __init__(self): self.__callbacks: list[Callable[[T], None]] = [] @property def _callbacks(self): return self.__callbacks - - def __iadd__(self, callback: Callable[[T], None]): - self.__callbacks.append(callback) + + def __iadd__(self, callback: Callable[[T], None]): + self.__callbacks.append(callback) return self - - def __isub__(self, callback: Callable[[T], None]): - self.__callbacks.remove(callback) + + def __isub__(self, callback: Callable[[T], None]): + self.__callbacks.remove(callback) return self - + @abstractmethod def __call__(self, *args, **kwargs): raise NotImplementedError() - + + class CandlestickEvent(Event[Candlestick]): def __init__(self): super().__init__() - + def __call__(self, candle: Candlestick): for callback in self._callbacks: - callback(candle) \ No newline at end of file + callback(candle) diff --git a/oanda_client/models.py b/oanda_client/models.py new file mode 100644 index 0000000..9b2ecb4 --- /dev/null +++ b/oanda_client/models.py @@ -0,0 +1,31 @@ +from pytrade.instruments import Instrument +from pytrade.interfaces.position import IPosition +from v20.position import Position as v20Position +from v20.position import PositionSide + + +class Position(IPosition): + + def __init__(self, instrument: Instrument, position: v20Position): + self._instrument = instrument + self._short: PositionSide = position.short + self._long: PositionSide = position.long + + @property + def size(self) -> float: + return self._short.units + self._long.units + + @property + def pl(self) -> float: + """Profit (positive) or loss (negative) of the current position in cash units.""" + return self._short.unrealizedPL + self._long.unrealizedPL + + @property + def is_long(self) -> bool: + """True if the position is long (position size is positive).""" + return self.size > 0 + + @property + def is_short(self) -> bool: + """True if the position is short (position size is negative).""" + return self.size < 0 diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index a8f81ea..f0ea459 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -1,91 +1,259 @@ import asyncio -from datetime import datetime +import os import sys -from typing import Callable +from abc import abstractmethod +from datetime import datetime, timezone +from typing import Callable, Tuple + +import pandas as pd +from pytrade.instruments import ( + MINUTES_MAP, + Candlestick, + FxInstrument, + Granularity, + Instrument, +) +from pytrade.interfaces.account import IAccount +from pytrade.interfaces.client import IClient +from pytrade.models import Order +from v20.account import Account +from v20.instrument import Candlestick as v20Candlestick +from v20.order import MarketOrderRequest # type: ignore +from v20.position import Position as v20Position + from oanda_client.config import Config -from v20.instrument import Candlestick -from fx_lib.models.instruments import Instrument -from fx_lib.models.granularity import Granularity +from oanda_client.events import CandlestickEvent +from oanda_client.models import Position + def price_to_string(price): return "{} ({}) {}/{}".format( - price.instrument, - price.time, - price.bids[0].price, - price.asks[0].price + price.instrument, price.time, price.bids[0].price, price.asks[0].price ) def heartbeat_to_string(heartbeat): - return "HEARTBEAT ({})".format( - heartbeat.time - ) + return "HEARTBEAT ({})".format(heartbeat.time) + + +class OandaAccount(IAccount): + + def __init__(self, v20Account: Account): + self._account = v20Account + + @property + def equity(self) -> float: + return self._account.NAV + + @property + def margin_available(self) -> float: + return self._account.marginAvailable + + @property + def leverage(self) -> float: + return self._account.marginRate + + +class Oanda(IClient): + + def __init__(self, config_path: str = "~/.v20.conf"): + + if not os.path.exists(os.path.expanduser(config_path)): + raise RuntimeError( + f"Oanda configuraton file does not exist at {config_path}" + ) + + self._config = Config() + self._config.load("~/.v20.conf") + self._api = self._config.create_context() + self._stream_api = self._config.create_streaming_context() + self._candle_events: dict[Tuple[Instrument, Granularity], CandlestickEvent] = ( + dict() + ) + self._stream_tasks: list[asyncio.Task] = [] + + @property + def account(self) -> IAccount: + response = self._api.account.get(self._config.active_account) + return OandaAccount(response.body.get("account")) + + @abstractmethod + def order(self, order: Order): + + if not isinstance(order.instrument, FxInstrument): + raise RuntimeError( + f"Oanda only supports order for Forex pairs. Received {order.instrument}" + ) + + _instrument: FxInstrument = order.instrument + + order_args = { + "instrument": _instrument.value.replace("/", "_"), + "units": order.size, + "takeProfitOnfill": {"price": order.take_profit_on_fill}, + "stopLossOnFill": {"price": order.stop_loss_on_fill}, + } + order_request = MarketOrderRequest(**order_args) + response = self._api.order.create( + self._config.active_account, order=order_request + ) + if response.body and response.body.get("errorMessage"): + raise RuntimeError(response.body.get("errorMessage")) -class Oanda: + @abstractmethod + def get_position(self, instrument: Instrument) -> Position: - def __init__(self, config: Config): - self.config = config - self.api = config.create_context() - self.stream_api = config.create_streaming_context() + if isinstance(instrument, str): + raise RuntimeError( + f"Oanda only support Forex instruments. Received {instrument}" + ) - # def buy(self): - # self.api.order.limit() + _instrument: FxInstrument = instrument - def stream(self, instruments: list[str]): - response = self.stream_api.pricing.stream( - accountID=self.config.active_account, - snapshot=True, - instruments=','.join(instruments) + response = self._api.position.get( + self._config.active_account, _instrument.value.replace("/", "_") ) + position: v20Position = response.body.get("position") + return Position(instrument, position) - for msg_type, msg in response.parts(): - print(msg_type) - if msg_type == "pricing.Heartbeat": - print(heartbeat_to_string(msg)) - elif msg_type == "pricing.ClientPrice": - print(price_to_string(msg)) + @abstractmethod + def close_position(self, instrument: Instrument): + if isinstance(instrument, str): + raise RuntimeError( + f"Oanda only support Forex instruments. Received {instrument}" + ) - def get_candle(self, instrument: Instrument, granularity: Granularity) -> Candlestick: - print(f"Get candle for {instrument}") - response = self.api.pricing.candles( - accountID = self.config.active_account, - instrument = instrument.value, + _instrument: FxInstrument = instrument + + response = self._api.position.close( + self._config.active_account, _instrument.value.replace("/", "_") + ) + if response.body.get("errorMessage"): + raise RuntimeError(response.body.get("errorMessage")) + + def get_candles( + self, instrument: Instrument, granularity: Granularity, count: int + ) -> list[Candlestick]: + + if isinstance(instrument, str): + raise RuntimeError( + f"Oanda only support Forex instruments. Received {instrument}" + ) + + _instrument: FxInstrument = instrument + + response = self._api.instrument.candles( + accountID=self._config.active_account, + instrument=_instrument.value.replace("/", "_"), + price="B", + granularity=granularity.value, + count=count + 1, + ) + + if not response.body: + raise RuntimeError() + + v20candles: list[v20Candlestick] = response.body.get("candles") + completed_candles = [candle for candle in v20candles if candle.complete] + candles = [ + Candlestick( + _instrument, + granularity, + c.bid.o, + c.bid.h, + c.bid.l, + c.bid.c, + pd.Timestamp(c.time), + ) + for c in completed_candles + ] + return candles[-count:] + + def get_candle( + self, instrument: Instrument, granularity: Granularity + ) -> Candlestick: + + if isinstance(instrument, str): + raise RuntimeError( + f"Oanda only support Forex instruments. Received {instrument}" + ) + + _instrument: FxInstrument = instrument + + response = self._api.instrument.candles( + accountID=self._config.active_account, + instrument=_instrument.value.replace("/", "_"), price="B", granularity=granularity.value, - count=2 + count=2, ) - if response.body: - candles: list[Candlestick] = response.body.get("candles") - completed_candles = [candle for candle in candles if candle.complete] - return completed_candles[-1] + if not response.body: + raise RuntimeError() + + candles: list[v20Candlestick] = response.body.get("candles") + completed_candles = [candle for candle in candles if candle.complete] + last_candle = completed_candles[-1] + _bid = last_candle.bid + return Candlestick( + _instrument, + granularity, + _bid.o, + _bid.h, + _bid.l, + _bid.c, + pd.Timestamp(last_candle.time), + ) - async def _stream_candles(self, instrument: Instrument, granularity: Granularity, callback: Callable[[Instrument, Granularity, Candlestick], None]): + def subscribe( + self, + instrument: Instrument, + granularity: Granularity, + callback: Callable[[Candlestick], None], + ): + key = (instrument, granularity) + if key in self._candle_events: + self._candle_events[key] += callback + else: + candle_event = CandlestickEvent() + self._candle_events[key] = candle_event + candle_event += callback + stream_task = asyncio.create_task( + self._stream_candles(instrument, granularity, callback) + ) + self._stream_tasks.append(stream_task) + + async def _stream_candles( + self, + instrument: Instrument, + granularity: Granularity, + callback: Callable[[Candlestick], None], + ): try: - interval = 1*60 + interval = 60 * MINUTES_MAP[granularity] previous_candle = None candle = self.get_candle(instrument, granularity) previous_candle = candle - initial_delay = (2 * interval) - ((datetime.utcnow() - datetime.strptime(candle.time[:19], "%Y-%m-%dT%H:%M:%S")).seconds) - callback(instrument, granularity, candle) + initial_delay = (2 * interval) - ( + (datetime.now(timezone.utc) - candle.timestamp).seconds + ) + callback(candle) await asyncio.sleep(initial_delay) while True: candle = self.get_candle(instrument, granularity) - + # Handle clase where we grab previous candle again - if candle.time == previous_candle.time: - await asyncio.sleep(10) + if candle.timestamp == previous_candle.timestamp: + await asyncio.sleep(1) continue previous_candle = candle - callback(instrument, granularity, candle) + callback(candle) await asyncio.sleep(interval) - + except asyncio.CancelledError: pass except Exception as err: print(err) sys.exit(1) - - diff --git a/poetry.lock b/poetry.lock index 53c4f06..e7ee6bb 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,39 @@ -# This file is automatically @generated by Poetry 1.7.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.8.2 and should not be changed by hand. + +[[package]] +name = "autoflake" +version = "2.3.1" +description = "Removes unused imports and unused variables" +optional = false +python-versions = ">=3.8" +files = [ + {file = "autoflake-2.3.1-py3-none-any.whl", hash = "sha256:3ae7495db9084b7b32818b4140e6dc4fc280b712fb414f5b8fe57b0a8e85a840"}, + {file = "autoflake-2.3.1.tar.gz", hash = "sha256:c98b75dc5b0a86459c4f01a1d32ac7eb4338ec4317a4469515ff1e687ecd909e"}, +] + +[package.dependencies] +pyflakes = ">=3.0.0" +tomli = {version = ">=2.0.1", markers = "python_version < \"3.11\""} + +[[package]] +name = "backtesting" +version = "0.3.3" +description = "Backtest trading strategies in Python" +optional = false +python-versions = ">=3.6" +files = [ + {file = "Backtesting-0.3.3.tar.gz", hash = "sha256:b2511993ae16596c06d3cfd3d42a662ca69d51a95a604b85705fb1a900e3a798"}, +] + +[package.dependencies] +bokeh = ">=1.4.0" +numpy = ">=1.17.0" +pandas = ">0.25.0" + +[package.extras] +dev = ["coverage", "flake8", "mypy"] +doc = ["ipykernel", "jupyter_client", "jupytext (>=1.3)", "nbconvert", "pdoc3"] +test = ["matplotlib", "scikit-learn", "scikit-optimize", "seaborn"] [[package]] name = "bandit" @@ -70,114 +105,138 @@ d = ["aiohttp (>=3.7.4)", "aiohttp (>=3.7.4,!=3.9.0)"] jupyter = ["ipython (>=7.8.0)", "tokenize-rt (>=3.2.0)"] uvloop = ["uvloop (>=0.15.2)"] +[[package]] +name = "bokeh" +version = "3.6.3" +description = "Interactive plots and applications in the browser from Python" +optional = false +python-versions = ">=3.10" +files = [ + {file = "bokeh-3.6.3-py3-none-any.whl", hash = "sha256:1c219e2afe1405e6ada212071ac3bee91c95acfd1aa6d620eb6f61a751407747"}, + {file = "bokeh-3.6.3.tar.gz", hash = "sha256:9b81d6a9ea62e75a04a1a9d9f931942016890beec9ab5d129a2a4432cf595c0a"}, +] + +[package.dependencies] +contourpy = ">=1.2" +Jinja2 = ">=2.9" +numpy = ">=1.16" +packaging = ">=16.8" +pandas = ">=1.2" +pillow = ">=7.1.0" +PyYAML = ">=3.10" +tornado = ">=6.2" +xyzservices = ">=2021.09.1" + [[package]] name = "certifi" -version = "2024.2.2" +version = "2025.1.31" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - 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"xyzservices-2025.1.0-py3-none-any.whl", hash = "sha256:fa599956c5ab32dad1689960b3bb08fdcdbe0252cc82d84fc60ae415dc648907"}, + {file = "xyzservices-2025.1.0.tar.gz", hash = "sha256:5cdbb0907c20be1be066c6e2dc69c645842d1113a4e83e642065604a21f254ba"}, +] [metadata] lock-version = "2.0" python-versions = "^3.10" -content-hash = "4c143ccbd2c354decb37dec2cddd217471a1bf24065bc58d4c2d3823bd51fdc8" +content-hash = "5865e0f0fc5ea777718e57d019c1e4d5e7dbfdd68692b3355c7a93a5c8d4c0be" diff --git a/pyproject.toml b/pyproject.toml index bf75a57..3721ce9 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -4,14 +4,14 @@ version = "0.1.0" description = "" authors = ["Kyle Widmann "] readme = "README.md" -packages = [ - {include = "oanda_client"} -] [tool.poetry.dependencies] python = "^3.10" fx-lib = {git = "https://github.com/kylewidmann/fx-lib.git", rev = "0.1.0"} -v20 = {git = "https://github.com/kylewidmann/v20-python.git", rev = "0.1.0"} +pytrade = {path = "libs/PyTrade", develop = true} +v20 = {path = "libs/v20-python", develop = true} +autoflake = "^2.3.1" +types-pyyaml = "^6.0.12.20241230" [tool.poetry.group.dev.dependencies] diff --git a/tests/integration/test_default.py b/tests/integration/test_default.py index 723b267..47d4f19 100644 --- a/tests/integration/test_default.py +++ b/tests/integration/test_default.py @@ -1,2 +1,2 @@ def test_default(): - assert True \ No newline at end of file + assert True diff --git a/tests/unit/test_default.py b/tests/unit/test_default.py index 723b267..47d4f19 100644 --- a/tests/unit/test_default.py +++ b/tests/unit/test_default.py @@ -1,2 +1,2 @@ def test_default(): - assert True \ No newline at end of file + assert True From 3dab2718a11a44ca5552b5067f75c1030ada31f9 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Wed, 12 Feb 2025 20:55:05 -0500 Subject: [PATCH 02/26] Updating structure --- .gitmodules | 6 ------ .vscode/settings.json | 13 +++---------- docker/Dockerfile | 1 - oanda-client.code-workspace | 4 ++-- poetry.lock | 36 +++++++++++------------------------- pyproject.toml | 5 ++--- 6 files changed, 18 insertions(+), 47 deletions(-) delete mode 100644 .gitmodules diff --git a/.gitmodules b/.gitmodules deleted file mode 100644 index 3a19ef8..0000000 --- a/.gitmodules +++ /dev/null @@ -1,6 +0,0 @@ -[submodule "libs/PyTrade"] - path = libs/PyTrade - url = https://github.com/kylewidmann/PyTrade.git -[submodule "libs/v20-python"] - path = libs/v20-python - url = https://github.com/kylewidmann/v20-python.git diff --git a/.vscode/settings.json b/.vscode/settings.json index 9c82cb6..1ca35a7 100644 --- a/.vscode/settings.json +++ b/.vscode/settings.json @@ -1,18 +1,11 @@ { "python.defaultInterpreterPath": ".venv/bin/python", - "python.testing.unittestArgs": [ - "-v", - "tests/**/test_*.py" - ], "python.testing.unittestEnabled": false, "python.testing.pytestEnabled": true, "debugpy.debugJustMyCode": false, "python.terminal.activateEnvironment": true, "python.analysis.extraPaths": [ - "libs/PyTrade", - "libs/v20-python" - ], - "files.exclude": { - "libs": true - } + "../PyTrade", + "../v20-python" + ] } \ No newline at end of file diff --git a/docker/Dockerfile b/docker/Dockerfile index 4dd1a9c..536719c 100644 --- a/docker/Dockerfile +++ b/docker/Dockerfile @@ -25,7 +25,6 @@ RUN curl -sSL https://install.python-poetry.org | python3 - \ WORKDIR /app/${PROEJCT_DIR} COPY ${PROEJCT_DIR}/pyproject.toml ${PROEJCT_DIR}/poetry.lock ./ -COPY libs libs/ RUN poetry install --only main ################################################## diff --git a/oanda-client.code-workspace b/oanda-client.code-workspace index dd21aa6..799e1e9 100644 --- a/oanda-client.code-workspace +++ b/oanda-client.code-workspace @@ -5,11 +5,11 @@ "name": "oanda-client" }, { - "path": "libs/PyTrade", + "path": "../PyTrade", "name": "libs/PyTrade" }, { - "path": "libs/v20-python", + "path": "../v20-python", "name": "libs/v20-python" } ], diff --git a/poetry.lock b/poetry.lock index e7ee6bb..8d1436b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -434,24 +434,6 @@ mccabe = ">=0.7.0,<0.8.0" pycodestyle = ">=2.11.0,<2.12.0" pyflakes = ">=3.2.0,<3.3.0" -[[package]] -name = "fx-lib" -version = "0.1.0" -description = "" -optional = false -python-versions = "^3.10" -files = [] -develop = false - -[package.dependencies] -pytest = "^8.1.1" - -[package.source] -type = "git" -url = "https://github.com/kylewidmann/fx-lib.git" -reference = "0.1.0" -resolved_reference = "51b25f113cdae76c2e28ff9f5bbaa1cb1d9eafbf" - [[package]] name = "idna" version = "3.10" @@ -1088,7 +1070,7 @@ description = "" optional = false python-versions = "^3.10" files = [] -develop = true +develop = false [package.dependencies] autoflake = "^2.3.1" @@ -1100,8 +1082,10 @@ pandas-stubs = "^2.2.2.240603" pytest = "^8.1.1" [package.source] -type = "directory" -url = "libs/PyTrade" +type = "git" +url = "https://github.com/kylewidmann/PyTrade/" +reference = "v1.0.0" +resolved_reference = "632c325e23c474b1bb0bd573d5448bb597509d3a" [[package]] name = "pytz" @@ -1424,15 +1408,17 @@ description = "" optional = false python-versions = "^3.10" files = [] -develop = true +develop = false [package.dependencies] requests = "^2.32.3" ujson = "^5.10.0" [package.source] -type = "directory" -url = "libs/v20-python" +type = "git" +url = "https://github.com/kylewidmann/v20-python/" +reference = "oanda" +resolved_reference = "56f7d5292e2b8ac8cbe5b3e2e4a44ee4f10ac899" [[package]] name = "xyzservices" @@ -1448,4 +1434,4 @@ files = [ [metadata] lock-version = "2.0" python-versions = "^3.10" -content-hash = "5865e0f0fc5ea777718e57d019c1e4d5e7dbfdd68692b3355c7a93a5c8d4c0be" +content-hash = "2a92ea48fd0342e1bea3755eba178b62b82e5394a30a15afae0e6aa6d312d4ab" diff --git a/pyproject.toml b/pyproject.toml index 3721ce9..3f7a308 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -7,9 +7,8 @@ readme = "README.md" [tool.poetry.dependencies] python = "^3.10" -fx-lib = {git = "https://github.com/kylewidmann/fx-lib.git", rev = "0.1.0"} -pytrade = {path = "libs/PyTrade", develop = true} -v20 = {path = "libs/v20-python", develop = true} +pytrade = {git = "https://github.com/kylewidmann/PyTrade/", rev = "v1.0.0"} +v20 = {git = "https://github.com/kylewidmann/v20-python/", rev = "oanda"} autoflake = "^2.3.1" types-pyyaml = "^6.0.12.20241230" From 24020e204ba6a3d92c26661baa38b118cba67686 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Wed, 12 Feb 2025 20:57:40 -0500 Subject: [PATCH 03/26] Adding workflow --- .github/workflows/build.yaml | 26 ++++++++++++++++++++++++++ 1 file changed, 26 insertions(+) create mode 100644 .github/workflows/build.yaml diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml new file mode 100644 index 0000000..f9116b0 --- /dev/null +++ b/.github/workflows/build.yaml @@ -0,0 +1,26 @@ +name: Run CI make command + +on: + push: + branches: + - "*" + - "!main" + +env: + REGISTRY: ghcr.io + IMAGE_NAME: ${{ github.repository }} + +jobs: + build: + runs-on: ubuntu-latest + permissions: + contents: read + packages: write + + steps: + - name: Checkout repository + uses: actions/checkout@v4 + + - name: Build + working-directory: . + run: make ci \ No newline at end of file From ca6c7b6205d18027a9c6396a792ef645b51826e6 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Thu, 13 Feb 2025 08:27:07 -0500 Subject: [PATCH 04/26] Updating poetry version to support github packages --- docker/Dockerfile | 4 +- makefiles/development.mk | 2 +- poetry.lock | 511 ++++++++++++++++++++++----------------- 3 files changed, 295 insertions(+), 222 deletions(-) diff --git a/docker/Dockerfile b/docker/Dockerfile index 536719c..8ada627 100644 --- a/docker/Dockerfile +++ b/docker/Dockerfile @@ -3,7 +3,7 @@ FROM python:3.12.2-slim-bookworm AS base ENV \ PYTHONUNBUFFERED=1 \ PYTHONDONTWRITEBYTECODE=1 \ - POETRY_VERSION=1.5.1 \ + POETRY_VERSION=2.0.1 \ POETRY_VIRTUALENVS_IN_PROJECT=true \ POETRY_NO_INTERACTION=1 \ POETRY_HOME="/opt/poetry" \ @@ -25,7 +25,7 @@ RUN curl -sSL https://install.python-poetry.org | python3 - \ WORKDIR /app/${PROEJCT_DIR} COPY ${PROEJCT_DIR}/pyproject.toml ${PROEJCT_DIR}/poetry.lock ./ -RUN poetry install --only main +RUN poetry install --only main --no-root ################################################## ## PRODUCTION ## diff --git a/makefiles/development.mk b/makefiles/development.mk index f00f200..858926e 100644 --- a/makefiles/development.mk +++ b/makefiles/development.mk @@ -7,7 +7,7 @@ venv: buid: ##@development Build the docker images build: prod_image ?= ${PROJECT}:${BRANCH_NAME}-${BUILD_NUMBER} build: dev_image ?= ${PROJECT}_development:${BRANCH_NAME}-${BUILD_NUMBER} -build: args ?= -f docker/Dockerfile --build-arg PROJECT_DIR=${PROJECT} --network=host --build-arg BUILDKIT_INLINE_CACHE=1 +build: args ?= -f docker/Dockerfile --build-arg PROJECT_DIR=. --network=host --build-arg BUILDKIT_INLINE_CACHE=1 build: DOCKER_BUILDKIT=1 docker build --progress=plain --target production -t ${prod_image} ${args} . 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"typing_extensions-4.11.0.tar.gz", hash = "sha256:83f085bd5ca59c80295fc2a82ab5dac679cbe02b9f33f7d83af68e241bea51b0"}, + {file = "typing_extensions-4.12.2-py3-none-any.whl", hash = "sha256:04e5ca0351e0f3f85c6853954072df659d0d13fac324d0072316b67d7794700d"}, + {file = "typing_extensions-4.12.2.tar.gz", hash = "sha256:1a7ead55c7e559dd4dee8856e3a88b41225abfe1ce8df57b7c13915fe121ffb8"}, ] [[package]] From e78937fbfdf2a3690b94529912868ac46108ed88 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Thu, 13 Feb 2025 15:25:45 -0500 Subject: [PATCH 05/26] Updating pytrade --- poetry.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index bd63ca2..0d3d19b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1105,7 +1105,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "v1.0.0" -resolved_reference = "632c325e23c474b1bb0bd573d5448bb597509d3a" +resolved_reference = "b81e948cb4395682bbaeaaf057bffec60d6f677f" [[package]] name = "pytz" From 63f7154f976a08eca70b23e453049ab0389e72c8 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Thu, 13 Feb 2025 21:05:15 -0500 Subject: [PATCH 06/26] Updating pytrade --- poetry.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index 0d3d19b..41e71e8 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1105,7 +1105,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "v1.0.0" -resolved_reference = "b81e948cb4395682bbaeaaf057bffec60d6f677f" +resolved_reference = "f54c77cb167295b88aab51227bcc099c6ae7344d" [[package]] name = "pytz" From 84d6f58827691cfa1783095a2d58df31b54e8f0c Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Thu, 13 Feb 2025 21:26:57 -0500 Subject: [PATCH 07/26] Fix client call to close a position --- oanda_client/oanda.py | 11 ++++++++++- poetry.lock | 2 +- 2 files changed, 11 insertions(+), 2 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index f0ea459..5eb5d3e 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -125,9 +125,18 @@ def close_position(self, instrument: Instrument): ) _instrument: FxInstrument = instrument + _position = self.get_position(instrument) + + args = {} + if _position.size > 0: + args["longUnits"] = _position.size + elif _position < 0: + args["shortUnits"] = _position.size + else: + raise RuntimeError(f"Requested to close position for {instrument} with size 0.") response = self._api.position.close( - self._config.active_account, _instrument.value.replace("/", "_") + self._config.active_account, _instrument.value.replace("/", "_"), **args ) if response.body.get("errorMessage"): raise RuntimeError(response.body.get("errorMessage")) diff --git a/poetry.lock b/poetry.lock index 41e71e8..2d64b38 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1105,7 +1105,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "v1.0.0" -resolved_reference = "f54c77cb167295b88aab51227bcc099c6ae7344d" +resolved_reference = "7f1f4fd4879791b73048b31d081cbcf673a95ca2" [[package]] name = "pytz" From e0b5fc55bb04012f15f7c85b65f23d74d3e33e1f Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Thu, 13 Feb 2025 21:37:43 -0500 Subject: [PATCH 08/26] bump pytrade --- poetry.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index 2d64b38..9423b79 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1105,7 +1105,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "v1.0.0" -resolved_reference = "7f1f4fd4879791b73048b31d081cbcf673a95ca2" +resolved_reference = "4a1b41ffc30de12b60b0322caa565bed2144ef10" [[package]] name = "pytz" From 34db4d58ba5ca80c8bf6551ff26fe8925fd0942e Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Thu, 13 Feb 2025 21:52:47 -0500 Subject: [PATCH 09/26] Bump pytrade --- poetry.lock | 6 +++--- pyproject.toml | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index 9423b79..098f3c2 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1104,8 +1104,8 @@ pytest = "^8.1.1" [package.source] type = "git" url = "https://github.com/kylewidmann/PyTrade/" -reference = "v1.0.0" -resolved_reference = "4a1b41ffc30de12b60b0322caa565bed2144ef10" +reference = "oanda" +resolved_reference = "ebb22d72d338d12b5c040649377aa7a7f85d3382" [[package]] name = "pytz" @@ -1507,4 +1507,4 @@ files = [ [metadata] lock-version = "2.0" python-versions = "^3.10" -content-hash = "2a92ea48fd0342e1bea3755eba178b62b82e5394a30a15afae0e6aa6d312d4ab" +content-hash = "75c8736ce4ce5bd75f18f1005db48eb7e5a13b5aa7ab36f708d14511ed1c1b9a" diff --git a/pyproject.toml b/pyproject.toml index 3f7a308..08c6a40 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -7,7 +7,7 @@ readme = "README.md" [tool.poetry.dependencies] python = "^3.10" -pytrade = {git = "https://github.com/kylewidmann/PyTrade/", rev = "v1.0.0"} +pytrade = {git = "https://github.com/kylewidmann/PyTrade/", rev = "oanda"} v20 = {git = "https://github.com/kylewidmann/v20-python/", rev = "oanda"} autoflake = "^2.3.1" types-pyyaml = "^6.0.12.20241230" From e5b93278ff09a3b1980399afb8621a7a0711b122 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 06:42:40 -0500 Subject: [PATCH 10/26] bumpy pytrade --- poetry.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index 098f3c2..ea10273 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1105,7 +1105,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "oanda" -resolved_reference = "ebb22d72d338d12b5c040649377aa7a7f85d3382" +resolved_reference = "65132224f9cd99724d1c995de7748efcdab25895" [[package]] name = "pytz" From 823a6a1d8b60037bce5a682aface65f8abcf81ed Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 08:08:12 -0500 Subject: [PATCH 11/26] Bump pytrade --- poetry.lock | 120 ++++++++++++++++++++++++++++++++++++++++++++++++++-- 1 file changed, 117 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index ea10273..6e373ae 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.8.2 and should not be changed by hand. +# This file is automatically @generated by Poetry 2.0.1 and should not be changed by hand. [[package]] name = "autoflake" @@ -6,6 +6,8 @@ version = "2.3.1" description = "Removes unused imports and unused variables" optional = false python-versions = ">=3.8" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "autoflake-2.3.1-py3-none-any.whl", hash = "sha256:3ae7495db9084b7b32818b4140e6dc4fc280b712fb414f5b8fe57b0a8e85a840"}, {file = "autoflake-2.3.1.tar.gz", hash = "sha256:c98b75dc5b0a86459c4f01a1d32ac7eb4338ec4317a4469515ff1e687ecd909e"}, @@ -21,6 +23,8 @@ version = "0.3.3" description = "Backtest trading strategies in Python" optional = false python-versions = ">=3.6" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "Backtesting-0.3.3.tar.gz", hash = "sha256:b2511993ae16596c06d3cfd3d42a662ca69d51a95a604b85705fb1a900e3a798"}, ] @@ -41,6 +45,8 @@ version = "1.8.2" description = "Security oriented static analyser for python code." optional = false python-versions = ">=3.9" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "bandit-1.8.2-py3-none-any.whl", hash = "sha256:df6146ad73dd30e8cbda4e29689ddda48364e36ff655dbfc86998401fcf1721f"}, {file = "bandit-1.8.2.tar.gz", hash = "sha256:e00ad5a6bc676c0954669fe13818024d66b70e42cf5adb971480cf3b671e835f"}, @@ -65,6 +71,8 @@ version = "24.10.0" description = "The uncompromising code formatter." optional = false python-versions = ">=3.9" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "black-24.10.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:e6668650ea4b685440857138e5fe40cde4d652633b1bdffc62933d0db4ed9812"}, {file = "black-24.10.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:1c536fcf674217e87b8cc3657b81809d3c085d7bf3ef262ead700da345bfa6ea"}, @@ -111,6 +119,8 @@ version = "3.6.3" description = "Interactive plots and applications in the browser from Python" optional = false python-versions = ">=3.10" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "bokeh-3.6.3-py3-none-any.whl", hash = "sha256:1c219e2afe1405e6ada212071ac3bee91c95acfd1aa6d620eb6f61a751407747"}, {file = "bokeh-3.6.3.tar.gz", hash = "sha256:9b81d6a9ea62e75a04a1a9d9f931942016890beec9ab5d129a2a4432cf595c0a"}, @@ -133,6 +143,8 @@ version = "2025.1.31" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "certifi-2025.1.31-py3-none-any.whl", hash = "sha256:ca78db4565a652026a4db2bcdf68f2fb589ea80d0be70e03929ed730746b84fe"}, {file = "certifi-2025.1.31.tar.gz", hash = "sha256:3d5da6925056f6f18f119200434a4780a94263f10d1c21d032a6f6b2baa20651"}, @@ -144,6 +156,8 @@ version = "3.4.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." optional = false python-versions = ">=3.7" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "charset_normalizer-3.4.1-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:91b36a978b5ae0ee86c394f5a54d6ef44db1de0815eb43de826d41d21e4af3de"}, {file = "charset_normalizer-3.4.1-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:7461baadb4dc00fd9e0acbe254e3d7d2112e7f92ced2adc96e54ef6501c5f176"}, @@ -245,6 +259,8 @@ version = "8.1.8" description = "Composable command line interface toolkit" optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "click-8.1.8-py3-none-any.whl", hash = "sha256:63c132bbbed01578a06712a2d1f497bb62d9c1c0d329b7903a866228027263b2"}, {file = "click-8.1.8.tar.gz", hash = "sha256:ed53c9d8990d83c2a27deae68e4ee337473f6330c040a31d4225c9574d16096a"}, @@ -259,10 +275,12 @@ version = "0.4.6" description = "Cross-platform colored terminal text." optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" +groups = ["main", "dev"] files = [ {file = "colorama-0.4.6-py2.py3-none-any.whl", hash = "sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6"}, {file = "colorama-0.4.6.tar.gz", hash = "sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44"}, ] +markers = {main = "python_version <= \"3.11\" and sys_platform == \"win32\" or python_version >= \"3.12\" and sys_platform == \"win32\"", dev = "python_version <= \"3.11\" and sys_platform == \"win32\" or python_version <= \"3.11\" and platform_system == \"Windows\" or python_version >= \"3.12\" and sys_platform == \"win32\" or python_version >= \"3.12\" and platform_system == \"Windows\""} [[package]] name = "contourpy" @@ -270,6 +288,8 @@ version = "1.3.1" description = "Python library for calculating contours of 2D quadrilateral grids" optional = false python-versions = ">=3.10" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "contourpy-1.3.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:a045f341a77b77e1c5de31e74e966537bba9f3c4099b35bf4c2e3939dd54cdab"}, {file = "contourpy-1.3.1-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:500360b77259914f7805af7462e41f9cb7ca92ad38e9f94d6c8641b089338124"}, @@ -343,6 +363,8 @@ version = "7.6.12" description = "Code coverage measurement for Python" optional = false python-versions = ">=3.9" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "coverage-7.6.12-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:704c8c8c6ce6569286ae9622e534b4f5b9759b6f2cd643f1c1a61f666d534fe8"}, {file = "coverage-7.6.12-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:ad7525bf0241e5502168ae9c643a2f6c219fa0a283001cee4cf23a9b7da75879"}, @@ -421,6 +443,8 @@ version = "1.2.2" description = "Backport of PEP 654 (exception groups)" optional = false python-versions = ">=3.7" +groups = ["main", "dev"] +markers = "python_version < \"3.11\"" files = [ {file = "exceptiongroup-1.2.2-py3-none-any.whl", hash = "sha256:3111b9d131c238bec2f8f516e123e14ba243563fb135d3fe885990585aa7795b"}, {file = "exceptiongroup-1.2.2.tar.gz", hash = "sha256:47c2edf7c6738fafb49fd34290706d1a1a2f4d1c6df275526b62cbb4aa5393cc"}, @@ -435,6 +459,8 @@ version = "7.1.1" description = "the modular source code checker: pep8 pyflakes and co" optional = false python-versions = ">=3.8.1" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "flake8-7.1.1-py2.py3-none-any.whl", hash = "sha256:597477df7860daa5aa0fdd84bf5208a043ab96b8e96ab708770ae0364dd03213"}, {file = "flake8-7.1.1.tar.gz", hash = "sha256:049d058491e228e03e67b390f311bbf88fce2dbaa8fa673e7aea87b7198b8d38"}, @@ -451,6 +477,8 @@ version = "3.10" description = "Internationalized Domain Names in Applications (IDNA)" optional = false python-versions = ">=3.6" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "idna-3.10-py3-none-any.whl", hash = "sha256:946d195a0d259cbba61165e88e65941f16e9b36ea6ddb97f00452bae8b1287d3"}, {file = "idna-3.10.tar.gz", hash = "sha256:12f65c9b470abda6dc35cf8e63cc574b1c52b11df2c86030af0ac09b01b13ea9"}, @@ -465,6 +493,8 @@ version = "2.0.0" description = "brain-dead simple config-ini parsing" optional = false python-versions = ">=3.7" +groups = ["main", "dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "iniconfig-2.0.0-py3-none-any.whl", hash = "sha256:b6a85871a79d2e3b22d2d1b94ac2824226a63c6b741c88f7ae975f18b6778374"}, {file = "iniconfig-2.0.0.tar.gz", hash = "sha256:2d91e135bf72d31a410b17c16da610a82cb55f6b0477d1a902134b24a455b8b3"}, @@ -476,6 +506,8 @@ version = "5.13.2" description = "A Python utility / library to sort Python imports." optional = false python-versions = ">=3.8.0" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "isort-5.13.2-py3-none-any.whl", hash = "sha256:8ca5e72a8d85860d5a3fa69b8745237f2939afe12dbf656afbcb47fe72d947a6"}, {file = "isort-5.13.2.tar.gz", hash = "sha256:48fdfcb9face5d58a4f6dde2e72a1fb8dcaf8ab26f95ab49fab84c2ddefb0109"}, @@ -490,6 +522,8 @@ version = "3.1.5" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "jinja2-3.1.5-py3-none-any.whl", hash = "sha256:aba0f4dc9ed8013c424088f68a5c226f7d6097ed89b246d7749c2ec4175c6adb"}, {file = "jinja2-3.1.5.tar.gz", hash = "sha256:8fefff8dc3034e27bb80d67c671eb8a9bc424c0ef4c0826edbff304cceff43bb"}, @@ -507,6 +541,8 @@ version = "3.0.0" description = "Python port of markdown-it. Markdown parsing, done right!" optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "markdown-it-py-3.0.0.tar.gz", hash = "sha256:e3f60a94fa066dc52ec76661e37c851cb232d92f9886b15cb560aaada2df8feb"}, {file = "markdown_it_py-3.0.0-py3-none-any.whl", hash = "sha256:355216845c60bd96232cd8d8c40e8f9765cc86f46880e43a8fd22dc1a1a8cab1"}, @@ -531,6 +567,8 @@ version = "3.0.2" description = "Safely add untrusted strings to HTML/XML markup." optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "MarkupSafe-3.0.2-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:7e94c425039cde14257288fd61dcfb01963e658efbc0ff54f5306b06054700f8"}, {file = "MarkupSafe-3.0.2-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:9e2d922824181480953426608b81967de705c3cef4d1af983af849d7bd619158"}, @@ -601,6 +639,8 @@ version = "0.7.0" description = "McCabe checker, plugin for flake8" optional = false python-versions = ">=3.6" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "mccabe-0.7.0-py2.py3-none-any.whl", hash = "sha256:6c2d30ab6be0e4a46919781807b4f0d834ebdd6c6e3dca0bda5a15f863427b6e"}, {file = "mccabe-0.7.0.tar.gz", hash = "sha256:348e0240c33b60bbdf4e523192ef919f28cb2c3d7d5c7794f74009290f236325"}, @@ -612,6 +652,8 @@ version = "0.1.2" description = "Markdown URL utilities" optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "mdurl-0.1.2-py3-none-any.whl", hash = "sha256:84008a41e51615a49fc9966191ff91509e3c40b939176e643fd50a5c2196b8f8"}, {file = "mdurl-0.1.2.tar.gz", hash = "sha256:bb413d29f5eea38f31dd4754dd7377d4465116fb207585f97bf925588687c1ba"}, @@ -623,6 +665,8 @@ version = "1.12" description = "Multiple argument dispatching." optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "multimethod-1.12-py3-none-any.whl", hash = "sha256:fd0c473c43558908d97cc06e4d68e8f69202f167db46f7b4e4058893e7dbdf60"}, {file = "multimethod-1.12.tar.gz", hash = "sha256:8db8ef2a8d2a247e3570cc23317680892fdf903d84c8c1053667c8e8f7671a67"}, @@ -634,6 +678,8 @@ version = "1.15.0" description = "Optional static typing for Python" optional = false python-versions = ">=3.9" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "mypy-1.15.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:979e4e1a006511dacf628e36fadfecbcc0160a8af6ca7dad2f5025529e082c13"}, {file = "mypy-1.15.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:c4bb0e1bd29f7d34efcccd71cf733580191e9a264a2202b0239da95984c5b559"}, @@ -687,6 +733,8 @@ version = "1.0.0" description = "Type system extensions for programs checked with the mypy type checker." optional = false python-versions = ">=3.5" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "mypy_extensions-1.0.0-py3-none-any.whl", hash = "sha256:4392f6c0eb8a5668a69e23d168ffa70f0be9ccfd32b5cc2d26a34ae5b844552d"}, {file = "mypy_extensions-1.0.0.tar.gz", hash = "sha256:75dbf8955dc00442a438fc4d0666508a9a97b6bd41aa2f0ffe9d2f2725af0782"}, @@ -698,6 +746,8 @@ version = "1.26.4" description = "Fundamental package for array computing in Python" optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "numpy-1.26.4-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:9ff0f4f29c51e2803569d7a51c2304de5554655a60c5d776e35b4a41413830d0"}, {file = "numpy-1.26.4-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:2e4ee3380d6de9c9ec04745830fd9e2eccb3e6cf790d39d7b98ffd19b0dd754a"}, @@ -743,6 +793,8 @@ version = "24.2" description = "Core utilities for Python packages" optional = false python-versions = ">=3.8" +groups = ["main", "dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "packaging-24.2-py3-none-any.whl", hash = "sha256:09abb1bccd265c01f4a3aa3f7a7db064b36514d2cba19a2f694fe6150451a759"}, {file = "packaging-24.2.tar.gz", hash = "sha256:c228a6dc5e932d346bc5739379109d49e8853dd8223571c7c5b55260edc0b97f"}, @@ -754,6 +806,8 @@ version = "2.2.3" description = "Powerful data structures for data analysis, time series, and statistics" optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pandas-2.2.3-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:1948ddde24197a0f7add2bdc4ca83bf2b1ef84a1bc8ccffd95eda17fd836ecb5"}, {file = "pandas-2.2.3-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:381175499d3802cde0eabbaf6324cce0c4f5d52ca6f8c377c29ad442f50f6348"}, @@ -840,6 +894,8 @@ version = "2.2.3.241126" description = "Type annotations for pandas" optional = false python-versions = ">=3.10" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pandas_stubs-2.2.3.241126-py3-none-any.whl", hash = "sha256:74aa79c167af374fe97068acc90776c0ebec5266a6e5c69fe11e9c2cf51f2267"}, {file = "pandas_stubs-2.2.3.241126.tar.gz", hash = "sha256:cf819383c6d9ae7d4dabf34cd47e1e45525bb2f312e6ad2939c2c204cb708acd"}, @@ -855,6 +911,8 @@ version = "0.12.1" description = "Utility library for gitignore style pattern matching of file paths." optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pathspec-0.12.1-py3-none-any.whl", hash = "sha256:a0d503e138a4c123b27490a4f7beda6a01c6f288df0e4a8b79c7eb0dc7b4cc08"}, {file = "pathspec-0.12.1.tar.gz", hash = "sha256:a482d51503a1ab33b1c67a6c3813a26953dbdc71c31dacaef9a838c4e29f5712"}, @@ -866,6 +924,8 @@ version = "6.1.1" description = "Python Build Reasonableness" optional = false python-versions = ">=2.6" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pbr-6.1.1-py2.py3-none-any.whl", hash = "sha256:38d4daea5d9fa63b3f626131b9d34947fd0c8be9b05a29276870580050a25a76"}, {file = "pbr-6.1.1.tar.gz", hash = "sha256:93ea72ce6989eb2eed99d0f75721474f69ad88128afdef5ac377eb797c4bf76b"}, @@ -880,6 +940,8 @@ version = "11.1.0" description = "Python Imaging Library (Fork)" optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pillow-11.1.0-cp310-cp310-macosx_10_10_x86_64.whl", hash = "sha256:e1abe69aca89514737465752b4bcaf8016de61b3be1397a8fc260ba33321b3a8"}, {file = "pillow-11.1.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:c640e5a06869c75994624551f45e5506e4256562ead981cce820d5ab39ae2192"}, @@ -968,6 +1030,8 @@ version = "4.3.6" description = "A small Python package for determining appropriate platform-specific dirs, e.g. a `user data dir`." optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "platformdirs-4.3.6-py3-none-any.whl", hash = "sha256:73e575e1408ab8103900836b97580d5307456908a03e92031bab39e4554cc3fb"}, {file = "platformdirs-4.3.6.tar.gz", hash = "sha256:357fb2acbc885b0419afd3ce3ed34564c13c9b95c89360cd9563f73aa5e2b907"}, @@ -984,6 +1048,8 @@ version = "1.5.0" description = "plugin and hook calling mechanisms for python" optional = false python-versions = ">=3.8" +groups = ["main", "dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pluggy-1.5.0-py3-none-any.whl", hash = "sha256:44e1ad92c8ca002de6377e165f3e0f1be63266ab4d554740532335b9d75ea669"}, {file = "pluggy-1.5.0.tar.gz", hash = "sha256:2cffa88e94fdc978c4c574f15f9e59b7f4201d439195c3715ca9e2486f1d0cf1"}, @@ -999,6 +1065,8 @@ version = "2.12.1" description = "Python style guide checker" optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pycodestyle-2.12.1-py2.py3-none-any.whl", hash = "sha256:46f0fb92069a7c28ab7bb558f05bfc0110dac69a0cd23c61ea0040283a9d78b3"}, {file = "pycodestyle-2.12.1.tar.gz", hash = "sha256:6838eae08bbce4f6accd5d5572075c63626a15ee3e6f842df996bf62f6d73521"}, @@ -1010,6 +1078,8 @@ version = "3.2.0" description = "passive checker of Python programs" optional = false python-versions = ">=3.8" +groups = ["main", "dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pyflakes-3.2.0-py2.py3-none-any.whl", hash = "sha256:84b5be138a2dfbb40689ca07e2152deb896a65c3a3e24c251c5c62489568074a"}, {file = "pyflakes-3.2.0.tar.gz", hash = "sha256:1c61603ff154621fb2a9172037d84dca3500def8c8b630657d1701f026f8af3f"}, @@ -1021,6 +1091,8 @@ version = "2.19.1" description = "Pygments is a syntax highlighting package written in Python." optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pygments-2.19.1-py3-none-any.whl", hash = "sha256:9ea1544ad55cecf4b8242fab6dd35a93bbce657034b0611ee383099054ab6d8c"}, {file = "pygments-2.19.1.tar.gz", hash = "sha256:61c16d2a8576dc0649d9f39e089b5f02bcd27fba10d8fb4dcc28173f7a45151f"}, @@ -1035,6 +1107,8 @@ version = "8.3.4" description = "pytest: simple powerful testing with Python" optional = false python-versions = ">=3.8" +groups = ["main", "dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pytest-8.3.4-py3-none-any.whl", hash = "sha256:50e16d954148559c9a74109af1eaf0c945ba2d8f30f0a3d3335edde19788b6f6"}, {file = "pytest-8.3.4.tar.gz", hash = "sha256:965370d062bce11e73868e0335abac31b4d3de0e82f4007408d242b4f8610761"}, @@ -1057,6 +1131,8 @@ version = "4.1.0" description = "Pytest plugin for measuring coverage." optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pytest-cov-4.1.0.tar.gz", hash = "sha256:3904b13dfbfec47f003b8e77fd5b589cd11904a21ddf1ab38a64f204d6a10ef6"}, {file = "pytest_cov-4.1.0-py3-none-any.whl", hash = "sha256:6ba70b9e97e69fcc3fb45bfeab2d0a138fb65c4d0d6a41ef33983ad114be8c3a"}, @@ -1075,6 +1151,8 @@ version = "2.9.0.post0" description = "Extensions to the standard Python datetime module" optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,>=2.7" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "python-dateutil-2.9.0.post0.tar.gz", hash = "sha256:37dd54208da7e1cd875388217d5e00ebd4179249f90fb72437e91a35459a0ad3"}, {file = "python_dateutil-2.9.0.post0-py2.py3-none-any.whl", hash = "sha256:a8b2bc7bffae282281c8140a97d3aa9c14da0b136dfe83f850eea9a5f7470427"}, @@ -1089,6 +1167,8 @@ version = "0.1.0" description = "" optional = false python-versions = "^3.10" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [] develop = false @@ -1105,7 +1185,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "oanda" -resolved_reference = "65132224f9cd99724d1c995de7748efcdab25895" +resolved_reference = "b071f2a91446e9103ea46127243f2648f000a340" [[package]] name = "pytz" @@ -1113,6 +1193,8 @@ version = "2025.1" description = "World timezone definitions, modern and historical" optional = false python-versions = "*" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "pytz-2025.1-py2.py3-none-any.whl", hash = "sha256:89dd22dca55b46eac6eda23b2d72721bf1bdfef212645d81513ef5d03038de57"}, {file = "pytz-2025.1.tar.gz", hash = "sha256:c2db42be2a2518b28e65f9207c4d05e6ff547d1efa4086469ef855e4ab70178e"}, @@ -1124,6 +1206,8 @@ version = "6.0.2" description = "YAML parser and emitter for Python" optional = false python-versions = ">=3.8" +groups = ["main", "dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "PyYAML-6.0.2-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:0a9a2848a5b7feac301353437eb7d5957887edbf81d56e903999a75a3d743086"}, {file = "PyYAML-6.0.2-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:29717114e51c84ddfba879543fb232a6ed60086602313ca38cce623c1d62cfbf"}, @@ -1186,6 +1270,8 @@ version = "2.32.3" description = "Python HTTP for Humans." optional = false python-versions = ">=3.8" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "requests-2.32.3-py3-none-any.whl", hash = "sha256:70761cfe03c773ceb22aa2f671b4757976145175cdfca038c02654d061d6dcc6"}, {file = "requests-2.32.3.tar.gz", hash = "sha256:55365417734eb18255590a9ff9eb97e9e1da868d4ccd6402399eaf68af20a760"}, @@ -1207,6 +1293,8 @@ version = "13.9.4" description = "Render rich text, tables, progress bars, syntax highlighting, markdown and more to the terminal" optional = false python-versions = ">=3.8.0" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "rich-13.9.4-py3-none-any.whl", hash = "sha256:6049d5e6ec054bf2779ab3358186963bac2ea89175919d699e378b99738c2a90"}, {file = "rich-13.9.4.tar.gz", hash = "sha256:439594978a49a09530cff7ebc4b5c7103ef57baf48d5ea3184f21d9a2befa098"}, @@ -1226,6 +1314,8 @@ version = "75.8.0" description = "Easily download, build, install, upgrade, and uninstall Python packages" optional = false python-versions = ">=3.9" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "setuptools-75.8.0-py3-none-any.whl", hash = "sha256:e3982f444617239225d675215d51f6ba05f845d4eec313da4418fdbb56fb27e3"}, {file = "setuptools-75.8.0.tar.gz", hash = "sha256:c5afc8f407c626b8313a86e10311dd3f661c6cd9c09d4bf8c15c0e11f9f2b0e6"}, @@ -1246,6 +1336,8 @@ version = "1.17.0" description = "Python 2 and 3 compatibility utilities" optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,>=2.7" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "six-1.17.0-py2.py3-none-any.whl", hash = "sha256:4721f391ed90541fddacab5acf947aa0d3dc7d27b2e1e8eda2be8970586c3274"}, {file = "six-1.17.0.tar.gz", hash = "sha256:ff70335d468e7eb6ec65b95b99d3a2836546063f63acc5171de367e834932a81"}, @@ -1257,6 +1349,8 @@ version = "5.4.0" description = "Manage dynamic plugins for Python applications" optional = false python-versions = ">=3.9" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "stevedore-5.4.0-py3-none-any.whl", hash = "sha256:b0be3c4748b3ea7b854b265dcb4caa891015e442416422be16f8b31756107857"}, {file = "stevedore-5.4.0.tar.gz", hash = "sha256:79e92235ecb828fe952b6b8b0c6c87863248631922c8e8e0fa5b17b232c4514d"}, @@ -1271,6 +1365,7 @@ version = "2.2.1" description = "A lil' TOML parser" optional = false python-versions = ">=3.8" +groups = ["main", "dev"] files = [ {file = "tomli-2.2.1-cp311-cp311-macosx_10_9_x86_64.whl", hash = "sha256:678e4fa69e4575eb77d103de3df8a895e1591b48e740211bd1067378c69e8249"}, {file = "tomli-2.2.1-cp311-cp311-macosx_11_0_arm64.whl", hash = "sha256:023aa114dd824ade0100497eb2318602af309e5a55595f76b626d6d9f3b7b0a6"}, @@ -1305,6 +1400,7 @@ files = [ {file = "tomli-2.2.1-py3-none-any.whl", hash = "sha256:cb55c73c5f4408779d0cf3eef9f762b9c9f147a77de7b258bef0a5628adc85cc"}, {file = "tomli-2.2.1.tar.gz", hash = "sha256:cd45e1dc79c835ce60f7404ec8119f2eb06d38b1deba146f07ced3bbc44505ff"}, ] +markers = {main = "python_version < \"3.11\"", dev = "python_full_version <= \"3.11.0a6\""} [[package]] name = "tornado" @@ -1312,6 +1408,8 @@ version = "6.4.2" description = "Tornado is a Python web framework and asynchronous networking library, originally developed at FriendFeed." optional = false python-versions = ">=3.8" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "tornado-6.4.2-cp38-abi3-macosx_10_9_universal2.whl", hash = "sha256:e828cce1123e9e44ae2a50a9de3055497ab1d0aeb440c5ac23064d9e44880da1"}, {file = "tornado-6.4.2-cp38-abi3-macosx_10_9_x86_64.whl", hash = "sha256:072ce12ada169c5b00b7d92a99ba089447ccc993ea2143c9ede887e0937aa803"}, @@ -1332,6 +1430,8 @@ version = "2025.1.0.20250204" description = "Typing stubs for pytz" optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "types_pytz-2025.1.0.20250204-py3-none-any.whl", hash = "sha256:32ca4a35430e8b94f6603b35beb7f56c32260ddddd4f4bb305fdf8f92358b87e"}, {file = "types_pytz-2025.1.0.20250204.tar.gz", hash = "sha256:00f750132769f1c65a4f7240bc84f13985b4da774bd17dfbe5d9cd442746bd49"}, @@ -1343,6 +1443,8 @@ version = "6.0.12.20241230" description = "Typing stubs for PyYAML" optional = false python-versions = ">=3.8" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "types_PyYAML-6.0.12.20241230-py3-none-any.whl", hash = "sha256:fa4d32565219b68e6dee5f67534c722e53c00d1cfc09c435ef04d7353e1e96e6"}, {file = "types_pyyaml-6.0.12.20241230.tar.gz", hash = "sha256:7f07622dbd34bb9c8b264fe860a17e0efcad00d50b5f27e93984909d9363498c"}, @@ -1354,6 +1456,8 @@ version = "4.12.2" description = "Backported and Experimental Type Hints for Python 3.8+" optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "typing_extensions-4.12.2-py3-none-any.whl", hash = "sha256:04e5ca0351e0f3f85c6853954072df659d0d13fac324d0072316b67d7794700d"}, {file = "typing_extensions-4.12.2.tar.gz", hash = "sha256:1a7ead55c7e559dd4dee8856e3a88b41225abfe1ce8df57b7c13915fe121ffb8"}, @@ -1365,6 +1469,8 @@ version = "2025.1" description = "Provider of IANA time zone data" optional = false python-versions = ">=2" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "tzdata-2025.1-py2.py3-none-any.whl", hash = "sha256:7e127113816800496f027041c570f50bcd464a020098a3b6b199517772303639"}, {file = "tzdata-2025.1.tar.gz", hash = "sha256:24894909e88cdb28bd1636c6887801df64cb485bd593f2fd83ef29075a81d694"}, @@ -1376,6 +1482,8 @@ version = "5.10.0" description = "Ultra fast JSON encoder and decoder for Python" optional = false python-versions = ">=3.8" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "ujson-5.10.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:2601aa9ecdbee1118a1c2065323bda35e2c5a2cf0797ef4522d485f9d3ef65bd"}, {file = "ujson-5.10.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:348898dd702fc1c4f1051bc3aacbf894caa0927fe2c53e68679c073375f732cf"}, @@ -1463,6 +1571,8 @@ version = "2.3.0" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false python-versions = ">=3.9" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "urllib3-2.3.0-py3-none-any.whl", hash = "sha256:1cee9ad369867bfdbbb48b7dd50374c0967a0bb7710050facf0dd6911440e3df"}, {file = "urllib3-2.3.0.tar.gz", hash = "sha256:f8c5449b3cf0861679ce7e0503c7b44b5ec981bec0d1d3795a07f1ba96f0204d"}, @@ -1480,6 +1590,8 @@ version = "0.1.0" description = "" optional = false python-versions = "^3.10" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [] develop = false @@ -1499,12 +1611,14 @@ version = "2025.1.0" description = "Source of XYZ tiles providers" optional = false python-versions = ">=3.8" +groups = ["main"] +markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ {file = "xyzservices-2025.1.0-py3-none-any.whl", hash = "sha256:fa599956c5ab32dad1689960b3bb08fdcdbe0252cc82d84fc60ae415dc648907"}, {file = "xyzservices-2025.1.0.tar.gz", hash = "sha256:5cdbb0907c20be1be066c6e2dc69c645842d1113a4e83e642065604a21f254ba"}, ] [metadata] -lock-version = "2.0" +lock-version = "2.1" python-versions = "^3.10" content-hash = "75c8736ce4ce5bd75f18f1005db48eb7e5a13b5aa7ab36f708d14511ed1c1b9a" From 79b44de0473f98fe6a4d041c9fd55b11b86bab4f Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 08:12:48 -0500 Subject: [PATCH 12/26] Bump pytrade --- poetry.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index 6e373ae..e43e0e7 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1185,7 +1185,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "oanda" -resolved_reference = "b071f2a91446e9103ea46127243f2648f000a340" +resolved_reference = "e3c748505cc067df20fc5ce0745ee2941c8cbd9c" [[package]] name = "pytz" From 573d3f8583c4f1462df6fbd47b7a53fdc37bcece Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 08:28:53 -0500 Subject: [PATCH 13/26] Fix leverage property --- oanda_client/oanda.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index 5eb5d3e..908f7a3 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -51,7 +51,7 @@ def margin_available(self) -> float: @property def leverage(self) -> float: - return self._account.marginRate + return 1 / self._account.marginRate class Oanda(IClient): From ea4cde6a50df37c0a4c4c7e36cbefce4fce39f81 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 08:34:18 -0500 Subject: [PATCH 14/26] Fix order arg parsing --- oanda_client/oanda.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index 908f7a3..b965e0a 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -90,8 +90,8 @@ def order(self, order: Order): order_args = { "instrument": _instrument.value.replace("/", "_"), "units": order.size, - "takeProfitOnfill": {"price": order.take_profit_on_fill}, - "stopLossOnFill": {"price": order.stop_loss_on_fill}, + "takeProfitOnFill": {"price": str(order.take_profit_on_fill)}, + "stopLossOnFill": {"price": str(order.stop_loss_on_fill)}, } order_request = MarketOrderRequest(**order_args) response = self._api.order.create( From 0b9efb9be070e58a0ee52289fa08af0613914c98 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 08:38:46 -0500 Subject: [PATCH 15/26] Provide SL/TP order args conditionally --- oanda_client/oanda.py | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index b965e0a..7837f6b 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -90,9 +90,14 @@ def order(self, order: Order): order_args = { "instrument": _instrument.value.replace("/", "_"), "units": order.size, - "takeProfitOnFill": {"price": str(order.take_profit_on_fill)}, - "stopLossOnFill": {"price": str(order.stop_loss_on_fill)}, } + + if order.take_profit_on_fill: + order_args["takeProfitOnFill"] = {"price": str(order.take_profit_on_fill)} + + if order.stop_loss_on_fill: + order_args["stopLossOnFill"] = {"price": str(order.stop_loss_on_fill)} + order_request = MarketOrderRequest(**order_args) response = self._api.order.create( self._config.active_account, order=order_request From 55da529ac79f5a4bf164c4b018371e7614c86985 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 08:58:32 -0500 Subject: [PATCH 16/26] Fix close position size check --- oanda_client/oanda.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index 7837f6b..bfd7374 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -135,7 +135,7 @@ def close_position(self, instrument: Instrument): args = {} if _position.size > 0: args["longUnits"] = _position.size - elif _position < 0: + elif _position.size < 0: args["shortUnits"] = _position.size else: raise RuntimeError(f"Requested to close position for {instrument} with size 0.") From 9f150ecaec4fb3d93d4b7f4222dbdf359b6f89ae Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 09:39:45 -0500 Subject: [PATCH 17/26] Fix unit args for close position --- oanda_client/oanda.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index bfd7374..dff7095 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -134,9 +134,9 @@ def close_position(self, instrument: Instrument): args = {} if _position.size > 0: - args["longUnits"] = _position.size + args["longUnits"] = str(_position.size) elif _position.size < 0: - args["shortUnits"] = _position.size + args["shortUnits"] = str(_position.size) else: raise RuntimeError(f"Requested to close position for {instrument} with size 0.") From b20f6becf33df88afe481d970d74867daf790bd4 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 10:38:14 -0500 Subject: [PATCH 18/26] Fix close position args --- oanda_client/oanda.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index dff7095..02c1471 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -134,9 +134,9 @@ def close_position(self, instrument: Instrument): args = {} if _position.size > 0: - args["longUnits"] = str(_position.size) + args["longUnits"] = "ALL" elif _position.size < 0: - args["shortUnits"] = str(_position.size) + args["shortUnits"] = "ALL" else: raise RuntimeError(f"Requested to close position for {instrument} with size 0.") From adf630ea831f645594b6640757f7a7080a4dcdca Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Fri, 14 Feb 2025 10:49:46 -0500 Subject: [PATCH 19/26] Format TP/SL string args to 5 decimal places --- oanda_client/oanda.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index 02c1471..b11077b 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -93,10 +93,10 @@ def order(self, order: Order): } if order.take_profit_on_fill: - order_args["takeProfitOnFill"] = {"price": str(order.take_profit_on_fill)} + order_args["takeProfitOnFill"] = {"price": f"{order.take_profit_on_fill:.5f}"} if order.stop_loss_on_fill: - order_args["stopLossOnFill"] = {"price": str(order.stop_loss_on_fill)} + order_args["stopLossOnFill"] = {"price": f"{order.stop_loss_on_fill:.5f}"} order_request = MarketOrderRequest(**order_args) response = self._api.order.create( From 747d319bf9786f0d857741aaf3ed51eab15c84ff Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 11:03:31 -0500 Subject: [PATCH 20/26] Adding integration tests for API --- tests/integration/test_client.py | 43 +++++++++++++++++++++++++++++++ tests/integration/test_default.py | 2 -- 2 files changed, 43 insertions(+), 2 deletions(-) create mode 100644 tests/integration/test_client.py delete mode 100644 tests/integration/test_default.py diff --git a/tests/integration/test_client.py b/tests/integration/test_client.py new file mode 100644 index 0000000..c414c83 --- /dev/null +++ b/tests/integration/test_client.py @@ -0,0 +1,43 @@ +# from pytrade.instruments import FxInstrument, Granularity + +# from oanda_client.oanda import Oanda + + +from numpy import isin +import pytest +from oanda_client.models import Position +from pytrade.instruments import FxInstrument, Granularity, Candlestick +from pytrade.models import Order + +from oanda_client.oanda import Oanda + +@pytest.fixture(scope="module") +def client(): + return Oanda() + +def test_get_equity(client: Oanda): + account = client.account + assert account.equity > 0 + +def test_get_margin(client: Oanda): + account = client.account + assert account.margin_available > 0 + +def test_get_leverage(client: Oanda): + account = client.account + assert account.leverage == 50 + +def test_get_candle(client: Oanda): + candle = client.get_candle(FxInstrument.EURUSD, Granularity.M1) + assert isinstance(candle, Candlestick) + +def test_get_candles(client: Oanda): + candles = client.get_candles(FxInstrument.EURUSD, Granularity.M1, 30) + assert len(candles) == 30 + +def test_order(client: Oanda): + pass + +def test_get_position(client: Oanda): + position = client.get_position(FxInstrument.EURUSD) + assert isinstance(position, Position) diff --git a/tests/integration/test_default.py b/tests/integration/test_default.py deleted file mode 100644 index 47d4f19..0000000 --- a/tests/integration/test_default.py +++ /dev/null @@ -1,2 +0,0 @@ -def test_default(): - assert True From 2b0e92036d57f82a6a8ae57d017ea1fe0cab0466 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 11:04:02 -0500 Subject: [PATCH 21/26] bump pytrade --- poetry.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index e43e0e7..562cc63 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1185,7 +1185,7 @@ pytest = "^8.1.1" type = "git" url = "https://github.com/kylewidmann/PyTrade/" reference = "oanda" -resolved_reference = "e3c748505cc067df20fc5ce0745ee2941c8cbd9c" +resolved_reference = "73ef49438d5409ae9fdf25ba0d6023778e1df6d3" [[package]] name = "pytz" From 9de5b275c728cd1a72b12190a43317b068a78f00 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 16:14:48 -0500 Subject: [PATCH 22/26] lint fixes --- oanda_client/oanda.py | 8 ++++++-- poetry.lock | 16 ++++++++-------- pyproject.toml | 4 ++-- tests/integration/test_client.py | 14 ++++++++++---- 4 files changed, 26 insertions(+), 16 deletions(-) diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index b11077b..31f727d 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -93,7 +93,9 @@ def order(self, order: Order): } if order.take_profit_on_fill: - order_args["takeProfitOnFill"] = {"price": f"{order.take_profit_on_fill:.5f}"} + order_args["takeProfitOnFill"] = { + "price": f"{order.take_profit_on_fill:.5f}" + } if order.stop_loss_on_fill: order_args["stopLossOnFill"] = {"price": f"{order.stop_loss_on_fill:.5f}"} @@ -138,7 +140,9 @@ def close_position(self, instrument: Instrument): elif _position.size < 0: args["shortUnits"] = "ALL" else: - raise RuntimeError(f"Requested to close position for {instrument} with size 0.") + raise RuntimeError( + f"Requested to close position for {instrument} with size 0." + ) response = self._api.position.close( self._config.active_account, _instrument.value.replace("/", "_"), **args diff --git a/poetry.lock b/poetry.lock index 562cc63..2ba9d9d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -455,15 +455,15 @@ test = ["pytest (>=6)"] [[package]] name = "flake8" -version = "7.1.1" +version = "7.1.2" description = "the modular source code checker: pep8 pyflakes and co" optional = false python-versions = ">=3.8.1" groups = ["dev"] markers = "python_version <= \"3.11\" or python_version >= \"3.12\"" files = [ - {file = "flake8-7.1.1-py2.py3-none-any.whl", hash = "sha256:597477df7860daa5aa0fdd84bf5208a043ab96b8e96ab708770ae0364dd03213"}, - {file = "flake8-7.1.1.tar.gz", hash = "sha256:049d058491e228e03e67b390f311bbf88fce2dbaa8fa673e7aea87b7198b8d38"}, + {file = "flake8-7.1.2-py2.py3-none-any.whl", hash = "sha256:1cbc62e65536f65e6d754dfe6f1bada7f5cf392d6f5db3c2b85892466c3e7c1a"}, + {file = "flake8-7.1.2.tar.gz", hash = "sha256:c586ffd0b41540951ae41af572e6790dbd49fc12b3aa2541685d253d9bd504bd"}, ] [package.dependencies] @@ -1184,8 +1184,8 @@ pytest = "^8.1.1" [package.source] type = "git" url = "https://github.com/kylewidmann/PyTrade/" -reference = "oanda" -resolved_reference = "73ef49438d5409ae9fdf25ba0d6023778e1df6d3" +reference = "v1.0.0" +resolved_reference = "549a6dbf3048e53075d6519ff6f05773a32b2854" [[package]] name = "pytz" @@ -1602,8 +1602,8 @@ ujson = "^5.10.0" [package.source] type = "git" url = "https://github.com/kylewidmann/v20-python/" -reference = "oanda" -resolved_reference = "56f7d5292e2b8ac8cbe5b3e2e4a44ee4f10ac899" +reference = "v1.0.0" +resolved_reference = "032ba258794ee7cce6c029b7f0f8c4c40769f960" [[package]] name = "xyzservices" @@ -1621,4 +1621,4 @@ files = [ [metadata] lock-version = "2.1" python-versions = "^3.10" -content-hash = "75c8736ce4ce5bd75f18f1005db48eb7e5a13b5aa7ab36f708d14511ed1c1b9a" +content-hash = "e1fd6c425a1d2a9a22ce93f0399096c89f7585e01f859f1653e08ed0d001edb6" diff --git a/pyproject.toml b/pyproject.toml index 08c6a40..4ed94d3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -7,8 +7,8 @@ readme = "README.md" [tool.poetry.dependencies] python = "^3.10" -pytrade = {git = "https://github.com/kylewidmann/PyTrade/", rev = "oanda"} -v20 = {git = "https://github.com/kylewidmann/v20-python/", rev = "oanda"} +pytrade = {git = "https://github.com/kylewidmann/PyTrade/", rev = "v1.0.0"} +v20 = {git = "https://github.com/kylewidmann/v20-python/", rev = "v1.0.0"} autoflake = "^2.3.1" types-pyyaml = "^6.0.12.20241230" diff --git a/tests/integration/test_client.py b/tests/integration/test_client.py index c414c83..28871b6 100644 --- a/tests/integration/test_client.py +++ b/tests/integration/test_client.py @@ -3,41 +3,47 @@ # from oanda_client.oanda import Oanda -from numpy import isin import pytest -from oanda_client.models import Position -from pytrade.instruments import FxInstrument, Granularity, Candlestick -from pytrade.models import Order +from pytrade.instruments import Candlestick, FxInstrument, Granularity +from oanda_client.models import Position from oanda_client.oanda import Oanda + @pytest.fixture(scope="module") def client(): return Oanda() + def test_get_equity(client: Oanda): account = client.account assert account.equity > 0 + def test_get_margin(client: Oanda): account = client.account assert account.margin_available > 0 + def test_get_leverage(client: Oanda): account = client.account assert account.leverage == 50 + def test_get_candle(client: Oanda): candle = client.get_candle(FxInstrument.EURUSD, Granularity.M1) assert isinstance(candle, Candlestick) + def test_get_candles(client: Oanda): candles = client.get_candles(FxInstrument.EURUSD, Granularity.M1, 30) assert len(candles) == 30 + def test_order(client: Oanda): pass + def test_get_position(client: Oanda): position = client.get_position(FxInstrument.EURUSD) assert isinstance(position, Position) From 87edba191ff44b6a82ad197e8c0844862a647a5c Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 16:25:22 -0500 Subject: [PATCH 23/26] Updatig workflow to create v20 config --- .github/workflows/build.yaml | 14 +++++++++++++- 1 file changed, 13 insertions(+), 1 deletion(-) diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml index f9116b0..26b3dde 100644 --- a/.github/workflows/build.yaml +++ b/.github/workflows/build.yaml @@ -23,4 +23,16 @@ jobs: - name: Build working-directory: . - run: make ci \ No newline at end of file + run: | + touch ~/.v20.conf + echo "hostname: api-fxpractice.oanda.com" >> ~/.v20.conf + echo "streaming_hostname: stream-fxpractice.oanda.com" >> ~/.v20.conf + echo "port: 443" >> ~/.v20.conf + echo "ssl: true" >> ~/.v20.conf + echo "token: ${{ secrets.OANDA_TOKEN }}" >> ~/.v20.conf + echo "username: ${{ secrets.OANDA_USERNAME }}" >> ~/.v20.conf + echo "accounts:" >> ~/.v20.conf + echo "- ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf + echo "active_account: ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf + + make ci \ No newline at end of file From 948b0c0b549ca2537507af4b5b66329b3b72c2b2 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 16:33:04 -0500 Subject: [PATCH 24/26] debug step for workflow --- .github/workflows/build.yaml | 2 ++ 1 file changed, 2 insertions(+) diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml index 5040a46..ed5796c 100644 --- a/.github/workflows/build.yaml +++ b/.github/workflows/build.yaml @@ -35,4 +35,6 @@ jobs: echo "- ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf echo "active_account: ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf + ls -al ~ + make ci From 09d5b9b3b2a7bf4aadb80a0a12a6a9997abb9017 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 16:35:53 -0500 Subject: [PATCH 25/26] More debug --- .github/workflows/build.yaml | 1 + oanda_client/oanda.py | 2 +- 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml index ed5796c..2d62933 100644 --- a/.github/workflows/build.yaml +++ b/.github/workflows/build.yaml @@ -36,5 +36,6 @@ jobs: echo "active_account: ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf ls -al ~ + pwd make ci diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index 31f727d..d3354e7 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -60,7 +60,7 @@ def __init__(self, config_path: str = "~/.v20.conf"): if not os.path.exists(os.path.expanduser(config_path)): raise RuntimeError( - f"Oanda configuraton file does not exist at {config_path}" + f"Oanda configuraton file does not exist at {os.path.expanduser(config_path)}" ) self._config = Config() From 55e9cc6a02fee59c80d98b62e22007a865635bf3 Mon Sep 17 00:00:00 2001 From: Kyle Widmann Date: Sun, 16 Feb 2025 16:49:40 -0500 Subject: [PATCH 26/26] Updating docker compose to mount config from env --- .github/workflows/build.yaml | 3 --- docker/docker-compose.yaml | 9 ++++++++- oanda_client/oanda.py | 6 +++--- 3 files changed, 11 insertions(+), 7 deletions(-) diff --git a/.github/workflows/build.yaml b/.github/workflows/build.yaml index 2d62933..5040a46 100644 --- a/.github/workflows/build.yaml +++ b/.github/workflows/build.yaml @@ -35,7 +35,4 @@ jobs: echo "- ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf echo "active_account: ${{ secrets.OANDA_ACCOUNT }}" >> ~/.v20.conf - ls -al ~ - pwd - make ci diff --git a/docker/docker-compose.yaml b/docker/docker-compose.yaml index 291dd73..1ccc67b 100644 --- a/docker/docker-compose.yaml +++ b/docker/docker-compose.yaml @@ -6,7 +6,7 @@ services: stdin_open: true tty: true extends: - file: docker-compose.base.yaml + file: docker-compose.base.yaml service: base entrypoint: ["bash"] @@ -41,6 +41,13 @@ services: entrypoint: ["mypy"] test: + volumes: + - type: bind + source: ~/.v20.conf + target: /config/.v20.conf + environment: + V20_CONFIG: /config/.v20.conf + network_mode: "host" extends: file: docker-compose.base.yaml service: base diff --git a/oanda_client/oanda.py b/oanda_client/oanda.py index d3354e7..11b65e9 100644 --- a/oanda_client/oanda.py +++ b/oanda_client/oanda.py @@ -21,7 +21,7 @@ from v20.order import MarketOrderRequest # type: ignore from v20.position import Position as v20Position -from oanda_client.config import Config +from oanda_client.config import DEFAULT_PATH, Config from oanda_client.events import CandlestickEvent from oanda_client.models import Position @@ -56,7 +56,7 @@ def leverage(self) -> float: class Oanda(IClient): - def __init__(self, config_path: str = "~/.v20.conf"): + def __init__(self, config_path: str = os.environ.get("V20_CONFIG", DEFAULT_PATH)): if not os.path.exists(os.path.expanduser(config_path)): raise RuntimeError( @@ -64,7 +64,7 @@ def __init__(self, config_path: str = "~/.v20.conf"): ) self._config = Config() - self._config.load("~/.v20.conf") + self._config.load(config_path) self._api = self._config.create_context() self._stream_api = self._config.create_streaming_context() self._candle_events: dict[Tuple[Instrument, Granularity], CandlestickEvent] = (