updating docs

quantfreedom · Dec 13, 2023 · 7e0dcb7 · 7e0dcb7
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diff --git a/qf_docstring.mustache b/qf_docstring.mustache
@@ -1,9 +1,7 @@
 {{! QF Docstring Template }}
-Summary
--------
 {{summaryPlaceholder}}
 
-[Explainer Video]()
+[Video]()
 
 {{#parametersExist}}
 Parameters

diff --git a/quantfreedom/enums.py b/quantfreedom/enums.py
@@ -17,8 +17,6 @@ class CandleBodyTypeT(NamedTuple):
 
 class IncreasePositionTypeT(NamedTuple):
     """
-    Summary
-    -------
     The different ways you can increase your position
 
     Parameters
@@ -56,8 +54,6 @@ class LeverageModeTypeT(NamedTuple):
 
 class LeverageStrategyTypeT(NamedTuple):
     """
-    Summary
-    -------
     Choosing which leverage strategy you would like to use.
 
     Parameters
@@ -136,8 +132,6 @@ class StopLossStrategyTypeT(NamedTuple):
 
 class TakeProfitStrategyTypeT(NamedTuple):
     """
-    Summary
-    -------
     How you want to process the take profit
 
     Parameters
@@ -195,27 +189,25 @@ class AccountState(NamedTuple):
 
 class BacktestSettings(NamedTuple):
     """
-    Summary
-    -------
     Settings for filtering the results of your backtest. The main purpose of this is to save on memory and also there is sometimes no point in wanting to see strategies that are negative gains or below a specific qf score because they are useless.
 
     Parameters
     ----------
-    array_size : int = 10000
-        _description_
     gains_pct_filter : float = -np.inf
         Will not record any strategies whos gains % result is below gains_pct_filter
-    total_trade_filter : int = -1
-        Will not record any strategies whos total trades result is below total trades filter.
     qf_filter : float = -np.inf
         Will not record any strategies whos qf score result is below the qf filter. qf_score is between -1 to 1,
+    total_trade_filter : int = -1
+        Will not record any strategies whos total trades result is below total trades filter.
+    record_size : int = 10000
+        The amount of records you want to to save. Keep this number as low as possible to save memory.
 
     """
 
-    array_size: int = 10000
     gains_pct_filter: float = -np.inf
-    total_trade_filter: int = -1
     qf_filter: float = -np.inf
+    total_trade_filter: int = -1
+    record_size: int = 10000
 
 
 class DynamicOrderSettingsArrays(NamedTuple):
@@ -249,18 +241,18 @@ class DynamicOrderSettings(NamedTuple):
 
 
 class ExchangeSettings(NamedTuple):
-    limit_fee_pct: float = None
-    max_leverage: float = None
-    market_fee_pct: float = None
-    mmr_pct: float = None
-    min_leverage: float = None
-    max_asset_size: float = None
-    min_asset_size: float = None
-    asset_tick_step: int = None
-    position_mode: int = None
-    leverage_mode: int = None
-    price_tick_step: int = None
-    leverage_tick_step: int = None
+    asset_tick_step: int
+    leverage_mode: int
+    leverage_tick_step: int
+    limit_fee_pct: float
+    market_fee_pct: float
+    max_asset_size: float
+    max_leverage: float
+    min_asset_size: float
+    min_leverage: float
+    mmr_pct: float
+    position_mode: int
+    price_tick_step: int
 
 
 class OrderResult(NamedTuple):

diff --git a/quantfreedom/helper_funcs.py b/quantfreedom/helper_funcs.py
@@ -23,8 +23,6 @@ def dl_ex_candles(
     candles_to_dl: int = None,
 ):
     """
-    Summary
-    -------
     Download candles from the exchange of your choice
 
     Parameters
@@ -103,8 +101,6 @@ def candles_to_df(
     candles: np.array,
 ) -> pd.DataFrame:
     """
-    Summary
-    -------
     Converts your numpy array candles to a pandas dataframe
 
     Parameters

diff --git a/quantfreedom/indicators/tv_indicators.py b/quantfreedom/indicators/tv_indicators.py
@@ -9,8 +9,6 @@ def wma_tv(
     length: int,
 ) -> np.array:
     """
-    Summary
-    -------
     [Weighted Moving Average From Tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.wma)
 
     [Explainer Video](https://youtu.be/eHlHoWC4W8k)
@@ -75,9 +73,7 @@ def ema_tv(
     length: int,
 ) -> np.array:
     """
-    Summary
-    -------
-    Exponential Moving average from tradingview https://www.tradingview.com/pine-script-reference/v5/#fun_ta.ema
+    [Exponential Moving average from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.ema)
 
     Parameters
     ----------
@@ -109,8 +105,6 @@ def rma_tv(
     length: int,
 ) -> np.array:
     """
-    Summary
-    -------
     [Relative strength index Moving average from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.rma)
 
     Parameters
@@ -144,8 +138,6 @@ def rma_tv_2(
     length: int,
 ):
     """
-    Summary
-    -------
     [Relative strength index Moving average from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.rma)
 
     Parameters
@@ -184,8 +176,6 @@ def stdev_tv(
     length: int,
 ) -> np.array:
     """
-    Summary
-    -------
     [Standard deviation from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.stdev)
 
     [Explainer Video](https://youtu.be/Hejf_bzLfL4)
@@ -234,8 +224,6 @@ def macd_tv(
     signal_ma_type: Callable = ema_tv,
 ) -> tuple[np.array, np.array, np.array]:
     """
-    Summary
-    -------
     [Moving average convergence divergence from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.macd)
 
     Parameters
@@ -273,8 +261,6 @@ def bb_tv(
     basis_ma_type: Callable = sma_tv,
 ) -> tuple[np.array, np.array, np.array]:
     """
-    Summary
-    -------
     [Bollinger bands from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.bb)
 
     Parameters
@@ -304,8 +290,6 @@ def true_range_tv(
     candles: np.array,
 ) -> np.array:
     """
-    Summary
-    -------
     [True Range from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.tr)
 
     Parameters
@@ -338,8 +322,6 @@ def atr_tv(
     smoothing_type: Callable = rma_tv,
 ) -> np.array:
     """
-    Summary
-    -------
     [Average true range smoothing from tradingview](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.atr)
 
     Parameters
@@ -366,8 +348,6 @@ def rsi_tv(
     length: int,
 ) -> np.array:
     """
-    Summary
-    -------
     [Relative strength index](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.rsi)
 
     Parameters
@@ -409,8 +389,6 @@ def supertrend_tv(
     factor: int,
 ) -> tuple[np.array, np.array]:
     """
-    Summary
-    -------
     [Super Trend](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.supertrend)
 
     Parameters
@@ -477,8 +455,6 @@ def vwap_tv(
     candles: np.array,
 ) -> np.array:
     """
-    Summary
-    -------
     [Volume Weighted Average Price](https://blog.quantinsti.com/vwap-strategy/)
 
     Parameters
@@ -532,8 +508,6 @@ def squeeze_momentum_lazybear_tv(
     multi_kc: int,
 ) -> tuple[np.array, np.array, np.array]:
     """
-    Summary
-    -------
     [LazyBear Pinescript](https://www.tradingview.com/script/nqQ1DT5a-Squeeze-Momentum-Indicator-LazyBear/)
 
     Parameters
@@ -601,8 +575,6 @@ def linear_regression_candles_ugurvu_tv(
     smoothing_type: Callable = sma_tv,
 ) -> tuple[np.array, np.array]:
     """
-    Summary
-    -------
     [Linear regression indicator](https://www.tradingview.com/script/hMaQO1FX-Linear-Regression-Candles/)
 
     Parameters

diff --git a/quantfreedom/live_mode.py b/quantfreedom/live_mode.py
@@ -16,33 +16,34 @@
     RejectedOrder,
     StaticOrderSettings,
 )
+
+from quantfreedom.order_handler.order import OrderHandler
+from quantfreedom.strategies.strategy import Strategy
 from quantfreedom.exchanges.live_exchange import LiveExchange
 from datetime import datetime, timedelta
-from dash_bootstrap_templates import load_figure_template
-from jupyter_dash import JupyterDash
-from dash import Dash
-from IPython import get_ipython
-import dash_bootstrap_components as dbc
 import plotly.graph_objects as go
 import pandas as pd
 
-from quantfreedom.order_handler.order import OrderHandler
-from quantfreedom.strategies.strategy import Strategy
-
-load_figure_template("darkly")
-dbc_css = "https://cdn.jsdelivr.net/gh/AnnMarieW/dash-bootstrap-templates/dbc.min.css"
-try:
-    shell = str(get_ipython())
-    if "ZMQInteractiveShell" in shell:
-        app = JupyterDash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
-    elif shell == "TerminalInteractiveShell":
-        app = JupyterDash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
-    else:
-        app = Dash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
-except NameError:
-    app = Dash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
-
-bg_color = "#0b0b18"
+# from dash_bootstrap_templates import load_figure_template
+# from jupyter_dash import JupyterDash
+# from dash import Dash
+# from IPython import get_ipython
+# import dash_bootstrap_components as dbc
+
+# load_figure_template("darkly")
+# dbc_css = "https://cdn.jsdelivr.net/gh/AnnMarieW/dash-bootstrap-templates/dbc.min.css"
+# try:
+#     shell = str(get_ipython())
+#     if "ZMQInteractiveShell" in shell:
+#         app = JupyterDash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
+#     elif shell == "TerminalInteractiveShell":
+#         app = JupyterDash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
+#     else:
+#         app = Dash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
+# except NameError:
+#     app = Dash(__name__, external_stylesheets=[dbc.themes.DARKLY, dbc_css])
+
+# bg_color = "#0b0b18"
 
 logger = getLogger("info")
 trade_logger = getLogger("trades")

diff --git a/quantfreedom/order_handler/order.py b/quantfreedom/order_handler/order.py
@@ -209,8 +209,13 @@ def check_liq_hit(self, current_candle: np.array):
             liq_price=self.liq_price,
         )
 
-    def check_take_profit_hit(self, current_candle: np.array):
+    def check_take_profit_hit(
+        self,
+        current_candle: np.array,
+        exit_price: float,
+    ):
         self.obj_take_profit.checker_tp_hit(
+            exit_price=exit_price,
             current_candle=current_candle,
             tp_price=self.tp_price,
         )

diff --git a/quantfreedom/order_handler/take_profit.py b/quantfreedom/order_handler/take_profit.py
@@ -33,6 +33,9 @@ def __init__(
         if tp_strategy_type == TakeProfitStrategyType.RiskReward:
             self.tp_calculator = self.tp_rr
             self.checker_tp_hit = self.c_tp_hit_regular
+        if tp_strategy_type == TakeProfitStrategyType.Provided:
+            self.tp_calculator = self.tp_provided
+            self.checker_tp_hit = self.c_tp_hit_provided
 
     def short_tp_price(
         self,
@@ -108,12 +111,32 @@ def tp_rr(
             tp_pct,
         )
 
+    def tp_provided(
+        self,
+        average_entry: float,
+        position_size_usd: float,
+        possible_loss: float,
+    ):
+        can_move_sl_to_be = True
+        tp_price = np.nan
+        tp_pct = np.nan
+
+        return (
+            can_move_sl_to_be,
+            tp_price,
+            tp_pct,
+        )
+
     def c_tp_hit_regular(
         self,
         current_candle: np.array,
+        exit_price: float,
         tp_price: float,
     ):
-        if self.get_check_tp_candle_price(current_candle=current_candle, tp_price=tp_price):
+        if self.get_check_tp_candle_price(
+            current_candle=current_candle,
+            tp_price=tp_price,
+        ):
             logger.debug(f"TP Hit tp_price= {tp_price}")
             raise DecreasePosition(
                 exit_fee_pct=self.tp_fee_pct,
@@ -123,3 +146,20 @@ def c_tp_hit_regular(
         else:
             logger.debug("No Tp Hit")
             pass
+
+    def c_tp_hit_provided(
+        self,
+        current_candle: np.array,
+        exit_price: float,
+        tp_price: float,
+    ):
+        if not np.isnan(exit_price):
+            logger.debug(f"TP Hit tp_price= {exit_price}")
+            raise DecreasePosition(
+                exit_fee_pct=self.tp_fee_pct,
+                exit_price=exit_price,
+                order_status=OrderStatus.TakeProfitFilled,
+            )
+        else:
+            logger.debug("No Tp Hit")
+            pass