executor now can do shorty and long
This commit is contained in:
Dobromir Popov
@ -158,7 +158,7 @@ class TradingExecutor:
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return False
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def execute_signal(self, symbol: str, action: str, confidence: float,
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current_price: float = None) -> bool:
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current_price: Optional[float] = None) -> bool:
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"""Execute a trading signal
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Args:
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@ -181,14 +181,17 @@ class TradingExecutor:
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if not self._check_safety_conditions(symbol, action):
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return False
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# Get current price if not provided
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# Get current price if not provided
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if current_price is None:
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ticker = self.exchange.get_ticker(symbol)
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if not ticker:
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logger.error(f"Failed to get current price for {symbol}")
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return False
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current_price = ticker['last']
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# Assert that current_price is not None for type checking
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assert current_price is not None, "current_price should not be None at this point"
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with self.lock:
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try:
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if action == 'BUY':
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@ -244,10 +247,15 @@ class TradingExecutor:
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def _execute_buy(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Execute a buy order"""
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# Check if we already have a position
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# Check if we have a short position to close
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if symbol in self.positions:
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logger.info(f"Already have position in {symbol}")
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return False
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position = self.positions[symbol]
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if position.side == 'SHORT':
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logger.info(f"Closing SHORT position in {symbol}")
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return self._close_short_position(symbol, confidence, current_price)
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else:
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logger.info(f"Already have LONG position in {symbol}")
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return False
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# Calculate position size
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position_value = self._calculate_position_size(confidence, current_price)
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@ -282,13 +290,23 @@ class TradingExecutor:
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limit_price = current_price * 1.001 # 0.1% above market
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# Place buy order
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order = self.exchange.place_order(
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symbol=symbol,
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side='buy',
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order_type=order_type,
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quantity=quantity,
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price=limit_price
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)
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if order_type == 'market':
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order = self.exchange.place_order(
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symbol=symbol,
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side='buy',
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order_type=order_type,
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quantity=quantity
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)
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else:
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# For limit orders, price is required
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assert limit_price is not None, "limit_price required for limit orders"
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order = self.exchange.place_order(
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symbol=symbol,
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side='buy',
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order_type=order_type,
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quantity=quantity,
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price=limit_price
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)
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if order:
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# Create position record
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@ -319,8 +337,7 @@ class TradingExecutor:
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# Check if we have a position to sell
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if symbol not in self.positions:
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logger.info(f"No position to sell in {symbol}. Opening short position")
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# TODO: Open short position
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return self._execute_short(symbol, confidence, current_price)
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position = self.positions[symbol]
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@ -368,13 +385,23 @@ class TradingExecutor:
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limit_price = current_price * 0.999 # 0.1% below market
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# Place sell order
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order = self.exchange.place_order(
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symbol=symbol,
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side='sell',
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order_type=order_type,
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quantity=position.quantity,
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price=limit_price
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)
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if order_type == 'market':
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order = self.exchange.place_order(
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symbol=symbol,
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side='sell',
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order_type=order_type,
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quantity=position.quantity
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)
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else:
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# For limit orders, price is required
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assert limit_price is not None, "limit_price required for limit orders"
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order = self.exchange.place_order(
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symbol=symbol,
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side='sell',
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order_type=order_type,
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quantity=position.quantity,
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price=limit_price
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)
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if order:
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# Calculate P&L
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@ -414,6 +441,199 @@ class TradingExecutor:
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logger.error(f"Error executing SELL order: {e}")
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return False
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def _execute_short(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Execute a short position opening"""
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# Check if we already have a position
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if symbol in self.positions:
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logger.info(f"Already have position in {symbol}")
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return False
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# Calculate position size
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position_value = self._calculate_position_size(confidence, current_price)
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quantity = position_value / current_price
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logger.info(f"Executing SHORT: {quantity:.6f} {symbol} at ${current_price:.2f} "
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f"(value: ${position_value:.2f}, confidence: {confidence:.2f})")
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if self.simulation_mode:
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logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Short position logged but not executed")
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# Create mock short position for tracking
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self.positions[symbol] = Position(
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symbol=symbol,
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side='SHORT',
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quantity=quantity,
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entry_price=current_price,
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entry_time=datetime.now(),
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order_id=f"sim_short_{int(time.time())}"
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)
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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return True
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try:
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# Get order type from config
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order_type = self.mexc_config.get('order_type', 'market').lower()
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# For limit orders, set price slightly below market for immediate execution
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limit_price = None
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if order_type == 'limit':
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# Set short price slightly below market to ensure immediate execution
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limit_price = current_price * 0.999 # 0.1% below market
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# Place short sell order
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if order_type == 'market':
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order = self.exchange.place_order(
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symbol=symbol,
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side='sell', # Short selling starts with a sell order
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order_type=order_type,
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quantity=quantity
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)
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else:
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# For limit orders, price is required
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assert limit_price is not None, "limit_price required for limit orders"
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order = self.exchange.place_order(
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symbol=symbol,
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side='sell', # Short selling starts with a sell order
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order_type=order_type,
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quantity=quantity,
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price=limit_price
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)
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if order:
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# Create short position record
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self.positions[symbol] = Position(
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symbol=symbol,
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side='SHORT',
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quantity=quantity,
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entry_price=current_price,
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entry_time=datetime.now(),
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order_id=order.get('orderId', 'unknown')
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)
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"SHORT order executed: {order}")
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return True
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else:
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logger.error("Failed to place SHORT order")
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return False
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except Exception as e:
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logger.error(f"Error executing SHORT order: {e}")
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return False
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def _close_short_position(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Close a short position by buying back"""
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if symbol not in self.positions:
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logger.warning(f"No position to close in {symbol}")
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return False
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position = self.positions[symbol]
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if position.side != 'SHORT':
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logger.warning(f"Position in {symbol} is not SHORT, cannot close with BUY")
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return False
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logger.info(f"Closing SHORT position: {position.quantity:.6f} {symbol} at ${current_price:.2f} "
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f"(confidence: {confidence:.2f})")
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if self.simulation_mode:
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logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Short close logged but not executed")
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# Calculate P&L for short position
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pnl = position.calculate_pnl(current_price)
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# Create trade record
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trade_record = TradeRecord(
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symbol=symbol,
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side='SHORT',
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quantity=position.quantity,
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entry_price=position.entry_price,
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exit_price=current_price,
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entry_time=position.entry_time,
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exit_time=datetime.now(),
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pnl=pnl,
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fees=0.0,
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confidence=confidence
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)
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self.trade_history.append(trade_record)
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self.daily_loss += max(0, -pnl) # Add to daily loss if negative
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# Remove position
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del self.positions[symbol]
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"SHORT position closed - P&L: ${pnl:.2f}")
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return True
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try:
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# Get order type from config
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order_type = self.mexc_config.get('order_type', 'market').lower()
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# For limit orders, set price slightly above market for immediate execution
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limit_price = None
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if order_type == 'limit':
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# Set buy price slightly above market to ensure immediate execution
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limit_price = current_price * 1.001 # 0.1% above market
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# Place buy order to close short
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if order_type == 'market':
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order = self.exchange.place_order(
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symbol=symbol,
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side='buy', # Buy to close short position
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order_type=order_type,
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quantity=position.quantity
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)
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else:
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# For limit orders, price is required
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assert limit_price is not None, "limit_price required for limit orders"
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order = self.exchange.place_order(
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symbol=symbol,
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side='buy', # Buy to close short position
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order_type=order_type,
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quantity=position.quantity,
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price=limit_price
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)
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if order:
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# Calculate P&L
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pnl = position.calculate_pnl(current_price)
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fees = self._calculate_trading_fee(order, symbol, position.quantity, current_price)
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# Create trade record
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trade_record = TradeRecord(
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symbol=symbol,
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side='SHORT',
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quantity=position.quantity,
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entry_price=position.entry_price,
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exit_price=current_price,
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entry_time=position.entry_time,
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exit_time=datetime.now(),
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pnl=pnl - fees,
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fees=fees,
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confidence=confidence
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)
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self.trade_history.append(trade_record)
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self.daily_loss += max(0, -(pnl - fees)) # Add to daily loss if negative
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# Remove position
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del self.positions[symbol]
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"SHORT close order executed: {order}")
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logger.info(f"SHORT position closed - P&L: ${pnl - fees:.2f}")
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return True
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else:
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logger.error("Failed to place SHORT close order")
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return False
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except Exception as e:
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logger.error(f"Error closing SHORT position: {e}")
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return False
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def _calculate_position_size(self, confidence: float, current_price: float) -> float:
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"""Calculate position size based on configuration and confidence"""
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max_value = self.mexc_config.get('max_position_value_usd', 1.0)
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@ -859,7 +1079,7 @@ class TradingExecutor:
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logger.error(f"Error getting closed trades: {e}")
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return []
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def get_current_position(self, symbol: str = None) -> Optional[Dict[str, Any]]:
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def get_current_position(self, symbol: Optional[str] = None) -> Optional[Dict[str, Any]]:
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"""Get current position for a symbol or all positions
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Args:
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