123 lines
4.6 KiB
Python
123 lines
4.6 KiB
Python
"""Core: Strategy orchestration and signal generation."""
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from loguru import logger
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from PySide6.QtCore import QObject, Signal
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class StrategyEngine(QObject):
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"""Hosts and executes trading strategies, generating signals from market data."""
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class Signals(QObject):
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strategy_loaded = Signal(str)
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strategy_started = Signal(str)
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strategy_stopped = Signal(str)
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trade_signal = Signal(dict) # Emits trade signals for potential orders
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def __init__(self, order_manager):
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"""
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Initializes the StrategyEngine.
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Args:
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order_manager: The OrderManager instance to send signals to.
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"""
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super().__init__()
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self.order_manager = order_manager
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self.strategy = None
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self.strategy_name = None
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self.last_price = None # For our simple demo strategy
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self._is_running = False
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self.signals = self.Signals()
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def load_strategy(self, strategy_name: str):
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"""
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Loads a trading strategy. For now, we use a simple hardcoded one.
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In the future, this will dynamically load strategy modules.
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"""
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if strategy_name == "simple_crossover":
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self.strategy = self._simple_crossover_strategy
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self.strategy_name = strategy_name
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logger.info(f"Loaded strategy: {strategy_name}")
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self.signals.strategy_loaded.emit(strategy_name)
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else:
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logger.error(f"Strategy '{strategy_name}' not found.")
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def start_strategy(self):
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"""
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Starts the loaded strategy.
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"""
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if self.strategy and not self._is_running:
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self._is_running = True
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logger.info(f"Strategy '{self.strategy_name}' started.")
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self.signals.strategy_started.emit(self.strategy_name)
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elif not self.strategy:
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logger.warning("No strategy loaded to start.")
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else:
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logger.warning("Strategy is already running.")
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def stop_strategy(self):
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"""
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Stops the running strategy.
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"""
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if self._is_running:
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self._is_running = False
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logger.info(f"Strategy '{self.strategy_name}' stopped.")
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self.signals.strategy_stopped.emit(self.strategy_name)
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else:
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logger.warning("No strategy is currently running.")
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async def on_tick(self, tick: dict):
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"""
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Called by the DataFeed on every new market data tick.
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Executes the loaded strategy.
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Args:
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tick (dict): The tick data from the data feed.
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"""
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if not self.strategy or not self._is_running:
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return
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# The tick format from FYERS WebSocket is a list of dicts
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# For simplicity, we assume we get one instrument's data at a time
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if isinstance(tick, list) and tick:
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tick = tick[0]
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ltp = tick.get("ltp")
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symbol = tick.get("symbol")
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if ltp and symbol:
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await self.strategy(symbol, ltp)
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async def _simple_crossover_strategy(self, symbol: str, current_price: float):
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"""
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A very basic placeholder strategy.
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- If price goes up, BUY.
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- If price goes down, SELL.
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- Acts only on the first price change.
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This is for demonstration and is NOT a profitable strategy.
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"""
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if self.last_price is None:
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self.last_price = current_price
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logger.info(f"Starting price for {symbol} is {current_price}. Waiting for change.")
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return
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# Only trade once for this demo
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if abs(self.last_price - current_price) > 0.1: # Threshold to act
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trade_info = {"symbol": symbol, "current_price": current_price}
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if current_price > self.last_price:
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logger.warning(f"Price increased: {self.last_price} -> {current_price}. Sending BUY signal.")
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trade_info["side"] = "BUY"
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await self.order_manager.place_order(
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symbol=symbol, side="BUY", current_price=current_price, quantity=1, order_type="MARKET"
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)
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elif current_price < self.last_price:
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logger.warning(f"Price decreased: {self.last_price} -> {current_price}. Sending SELL signal.")
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trade_info["side"] = "SELL"
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await self.order_manager.place_order(
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symbol=symbol, side="SELL", current_price=current_price, quantity=1, order_type="MARKET"
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)
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self.signals.trade_signal.emit(trade_info)
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# Stop further trading in this simple example
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self.stop_strategy()
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logger.info("Demo trade placed. Strategy deactivated.") |