trade.py

from datetime import datetime, timedelta

import MetaTrader5 as Mt5


class Trade:
    """
    Represents a trading strategy for a financial instrument.

    Args:
        expert_name (str): The name of the expert advisor.
        version (str): The version of the expert advisor.
        symbol (str): The financial instrument symbol.
        magic_number (int): The magic number for identifying trades.
        lot (float): The number of lots to trade.
        stop_loss (float): The stop loss level.
        emergency_stop_loss (float): Emergency stop loss as a protection.
        take_profit (float): The take profit level.
        emergency_take_profit (float): Emergency take profit for gain.
        start_time (str): The time when the expert advisor can start trading.
        finishing_time (str): The time until new positions can be opened.
        ending_time (str): The time when any remaining position will be closed.
        fee (float): The average fee per trading.
    """

    def __init__(
        self,
        expert_name: str,
        version: str,
        symbol: str,
        magic_number: int,
        lot: float,
        stop_loss: float,
        emergency_stop_loss: float,
        take_profit: float,
        emergency_take_profit: float,
        start_time: str = "9:15",
        finishing_time: str = "17:30",
        ending_time: str = "17:50",
        fee: float = 0.0,
    ) -> None:
        """
        Initialize the Trade object.

        Returns:
            None
        """
        self.expert_name: str = expert_name
        self.version: str = version
        self.symbol: str = symbol
        self.magic_number: int = magic_number
        self.lot: float = lot
        self.stop_loss: float = stop_loss
        self.emergency_stop_loss: float = emergency_stop_loss
        self.take_profit: float = take_profit
        self.emergency_take_profit: float = emergency_take_profit
        self.start_time_hour, self.start_time_minutes = start_time.split(":")
        self.finishing_time_hour, self.finishing_time_minutes = finishing_time.split(":")
        self.ending_time_hour, self.ending_time_minutes = ending_time.split(":")
        self.fee: float = fee

        self.loss_deals: int = 0
        self.profit_deals: int = 0
        self.total_deals: int = 0
        self.balance: float = 0.0

        self.ticket: int = 0

        print("\nInitializing the basics.")
        self.initialize()
        self.select_symbol()
        self.prepare_symbol()
        self.sl_tp_steps: float = Mt5.symbol_info(self.symbol).trade_tick_size / Mt5.symbol_info(self.symbol).point
        print("Initialization successfully completed.")

        print()
        self.summary()
        print("Running")
        print()

    def initialize(self) -> None:
        """
        Initialize the MetaTrader 5 instance.

        Returns:
            None
        """
        if not Mt5.initialize():
            print("Initialization failed, check internet connection. You must have Meta Trader 5 installed.")
            Mt5.shutdown()
        else:
            print(
                f"You are running the {self.expert_name} expert advisor,"
                f" version {self.version}, on symbol {self.symbol}."
            )

    def select_symbol(self) -> None:
        """
        Select the trading symbol.

        Returns:
            None
        """
        Mt5.symbol_select(self.symbol, True)

    def prepare_symbol(self) -> None:
        """
        Prepare the trading symbol for opening positions.

        Returns:
            None
        """
        symbol_info = Mt5.symbol_info(self.symbol)
        if symbol_info is None:
            print(f"It was not possible to find {self.symbol}")
            Mt5.shutdown()
            print("Turned off")
            quit()

        if not symbol_info.visible:
            print(f"The {self.symbol} is not visible, needed to be switched on.")
            if not Mt5.symbol_select(self.symbol, True):
                print(f"The expert advisor {self.expert_name} failed in select the symbol {self.symbol}, turning off.")
                Mt5.shutdown()
                print("Turned off")
                quit()

    def summary(self) -> None:
        """
        Print a summary of the expert advisor parameters.

        Returns:
            None
        """
        print(
            f"Summary:\n"
            f"ExpertAdvisor name:              {self.expert_name}\n"
            f"ExpertAdvisor version:           {self.version}\n"
            f"Running on symbol:               {self.symbol}\n"
            f"MagicNumber:                     {self.magic_number}\n"
            f"Number of lot(s):                {self.lot}\n"
            f"StopLoss:                        {self.stop_loss}\n"
            f"TakeProfit:                      {self.take_profit}\n"
            f"Emergency StopLoss:              {self.emergency_stop_loss}\n"
            f"Emergency TakeProfit:            {self.emergency_take_profit}\n"
            f"Start trading time:              {self.start_time_hour}:{self.start_time_minutes}\n"
            f"Finishing trading time:          {self.finishing_time_hour}:{self.finishing_time_minutes}\n"
            f"Closing position after:          {self.ending_time_hour}:{self.ending_time_minutes}\n"
            f"Average fee per trading:         {self.fee}\n"
            f"StopLoss & TakeProfit Steps:     {self.sl_tp_steps}\n"
        )

    def statistics(self) -> None:
        """
        Print statistics of the expert advisor.

        Returns:
            None
        """
        print(f"Total of deals: {self.total_deals}, {self.profit_deals} gain, {self.loss_deals} loss.")
        print(
            f"Balance: {self.balance}, fee: {self.total_deals * self.fee}, final balance:"
            f" {self.balance - (self.total_deals * self.fee)}."
        )
        if self.total_deals != 0:
            print(f"Accuracy: {round((self.profit_deals / self.total_deals) * 100, 2)}%.\n")

    def open_buy_position(self, comment: str = "") -> None:
        """
        Open a Buy position.

        Args:
            comment (str): A comment for the trade.

        Returns:
            None
        """
        point = Mt5.symbol_info(self.symbol).point
        price = Mt5.symbol_info_tick(self.symbol).ask

        self.ticket = Mt5.positions_get()[0].ticket if len(Mt5.positions_get()) == 1 else 0

        request = {
            "action": Mt5.TRADE_ACTION_DEAL,
            "symbol": self.symbol,
            "volume": self.lot,
            "type": Mt5.ORDER_TYPE_BUY,
            "price": price,
            "sl": price - self.emergency_stop_loss * point,
            "tp": price + self.emergency_take_profit * point,
            "deviation": 5,
            "magic": self.magic_number,
            "comment": str(comment),
            "type_time": Mt5.ORDER_TIME_GTC,
            "type_filling": Mt5.ORDER_FILLING_RETURN,
            "position": (Mt5.positions_get()[0].ticket if len(Mt5.positions_get()) == 1 else 0),
        }
        result = Mt5.order_send(request)
        self.request_result(price, result)

    def open_sell_position(self, comment: str = "") -> None:
        """
        Open a Sell position.

        Args:
            comment (str): A comment for the trade.

        Returns:
            None
        """
        point = Mt5.symbol_info(self.symbol).point
        price = Mt5.symbol_info_tick(self.symbol).bid

        self.ticket = Mt5.positions_get()[0].ticket if len(Mt5.positions_get()) == 1 else 0

        request = {
            "action": Mt5.TRADE_ACTION_DEAL,
            "symbol": self.symbol,
            "volume": self.lot,
            "type": Mt5.ORDER_TYPE_SELL,
            "price": price,
            "sl": price + self.emergency_stop_loss * point,
            "tp": price - self.emergency_take_profit * point,
            "deviation": 5,
            "magic": self.magic_number,
            "comment": str(comment),
            "type_time": Mt5.ORDER_TIME_GTC,
            "type_filling": Mt5.ORDER_FILLING_RETURN,
            "position": (Mt5.positions_get()[0].ticket if len(Mt5.positions_get()) == 1 else 0),
        }
        result = Mt5.order_send(request)
        self.request_result(price, result)

    def request_result(self, price: float, result) -> None:
        """
        Process the result of a trading request.

        Args:
            price (float): The price of the trade.
            result (Mt5.TradeResult): The result of the trading request.
                    Returns:
            None
        """
        # Send a trading request
        # Check the execution result
        print(f"Order sent: {self.symbol}, {self.lot} lot(s), at {price}.")
        if result.retcode != Mt5.TRADE_RETCODE_DONE:
            print(f"Something went wrong while retrieving ret_code, error: {result.retcode}")

        # Print the result
        if result.retcode == Mt5.TRADE_RETCODE_DONE:
            if len(Mt5.positions_get(symbol=self.symbol)) == 1:
                order_type = "Buy" if Mt5.positions_get(symbol=self.symbol)[0].type == 0 else "Sell"
                print(order_type, "Position Opened:", result.price)
            else:
                print(f"Position Closed: {result.price}")

    def open_position(self, buy: bool, sell: bool, comment: str = "") -> None:
        """
        Open a position based on buy and sell conditions.

        Args:
            buy (bool): True if a Buy position should be opened, False otherwise.
            sell (bool): True if a Sell position should be opened, False otherwise.
            comment (str): A comment for the trade.

        Returns:
            None
        """
        if (len(Mt5.positions_get(symbol=self.symbol)) == 0) and self.trading_time():
            if buy and not sell:
                self.open_buy_position(comment)
                self.total_deals += 1
            if sell and not buy:
                self.open_sell_position(comment)
                self.total_deals += 1

        self.stop_and_gain(comment)

        if self.days_end():
            print("It is the end of trading the day.")
            print("Closing all positions.")
            self.close_position(comment)
            self.summary()

    def close_position(self, comment: str = "") -> None:
        """
        Close an open position.

        Args:
            comment (str): A comment for the trade.

        Returns:
            None
        """
        # buy (0) and sell(1)
        if len(Mt5.positions_get(symbol=self.symbol)) == 1:
            if Mt5.positions_get(symbol=self.symbol)[0].type == 0:  # if Buy
                self.open_sell_position(comment)

            elif Mt5.positions_get(symbol=self.symbol)[0].type == 1:  # if Sell
                self.open_buy_position(comment)

    def stop_and_gain(self, comment: str = "") -> None:
        """
        Check for stop loss and take profit conditions and close positions accordingly.

        Args:
            comment (str): A comment for the trade.

        Returns:
            None
        """
        if len(Mt5.positions_get()) == 1:
            points = (
                Mt5.positions_get()[0].profit
                * Mt5.symbol_info(self.symbol).trade_tick_size
                / Mt5.symbol_info(self.symbol).trade_tick_value
            ) / Mt5.positions_get()[0].volume

            if points / Mt5.symbol_info(self.symbol).point >= self.take_profit:
                self.profit_deals += 1
                self.close_position(comment)
                print(
                    f"Take profit reached. ("
                    f"{Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].profit}"
                    f")\n"
                )
                if (
                    Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].symbol
                    == self.symbol
                ):
                    self.balance += Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[
                        -1
                    ].profit
                self.statistics()

            elif ((points / Mt5.symbol_info(self.symbol).point) * -1) >= self.stop_loss:
                self.loss_deals += 1
                self.close_position(comment)
                print(
                    f"Stop loss reached. ("
                    f"{Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].profit}"
                    f")\n"
                )
                if (
                    Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].symbol
                    == self.symbol
                ):
                    self.balance += Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[
                        -1
                    ].profit
                self.statistics()

    def days_end(self) -> bool:
        """
        Check if it is the end of trading for the day.

        Returns:
            bool: True if it is the end of trading for the day, False otherwise.
        """
        if datetime.now().hour >= int(self.ending_time_hour) and datetime.now().minute >= int(self.ending_time_minutes):
            return True
        return False

    def trading_time(self) -> bool:
        """
        Check if it is within the allowed trading time.

        Returns:
            bool: True if it is within the allowed trading time, False otherwise.
        """
        if int(self.start_time_hour) < datetime.now().hour < int(self.finishing_time_hour):
            return True
        elif datetime.now().hour == int(self.start_time_hour):
            if datetime.now().minute >= int(self.start_time_minutes):
                return True
        elif datetime.now().hour == int(self.finishing_time_hour):
            if datetime.now().minute < int(self.finishing_time_minutes):
                return True
        return False