upd

YieldsLabs · Apr 10, 2024 · 5e12a31 · 5e12a31
1 parent 890195d
commit 5e12a31
Show file tree

Hide file tree

Showing 13 changed files with 29 additions and 289 deletions.
diff --git a/core/models/position.py b/core/models/position.py
@@ -9,7 +9,7 @@
 
 from .ohlcv import OHLCV
 from .order import Order, OrderStatus
-from .position_side import PositionSide
+from .side import PositionSide
 from .signal import Signal
 
 

diff --git a/core/models/position_side.py → core/models/side.py b/core/models/position_side.py → core/models/side.py
@@ -7,3 +7,10 @@ class PositionSide(Enum):
 
     def __str__(self):
         return self.value
+
+class SignalSide(Enum):
+    BUY = "buy"
+    SELL = "sell"
+
+    def __str__(self):
+        return self.value.upper()
diff --git a/core/models/signal.py b/core/models/signal.py
@@ -1,19 +1,11 @@
 from dataclasses import dataclass
-from enum import Enum
 
+from .side import SignalSide
 from .strategy import Strategy
 from .symbol import Symbol
 from .timeframe import Timeframe
 
 
-class SignalSide(Enum):
-    BUY = "buy"
-    SELL = "sell"
-
-    def __str__(self):
-        return self.value.upper()
-
-
 @dataclass(frozen=True)
 class Signal:
     symbol: Symbol

diff --git a/exchange/_bybit.py b/exchange/_bybit.py
@@ -10,7 +10,7 @@
 from core.interfaces.abstract_exchange import AbstractExchange
 from core.models.broker import MarginMode, PositionMode
 from core.models.lookback import TIMEFRAMES_TO_LOOKBACK, Lookback
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 from infrastructure.retry import retry

diff --git a/executor/_paper_order_actor.py b/executor/_paper_order_actor.py
@@ -17,7 +17,7 @@
 from core.models.ohlcv import OHLCV
 from core.models.order import Order, OrderStatus, OrderType
 from core.models.position import Position
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 
@@ -96,7 +96,7 @@ async def _execute_order(self, event: PositionInitialized):
 
         current_position = current_position.add_order(order)
 
-        logger.info(f"Position to Open: {current_position}")
+        logger.debug(f"Position to Open: {current_position}")
 
         if current_position.closed:
             await self.tell(BrokerPositionClosed(current_position))
@@ -116,9 +116,11 @@ async def _adjust_position(self, event: RiskAdjustRequested):
         fill_price = total_value / size
 
         if (
-            current_position.side == PositionSide.LONG and current_position.stop_loss_price > current_position.take_profit_price
+            current_position.side == PositionSide.LONG
+            and current_position.stop_loss_price > current_position.take_profit_price
         ) or (
-            current_position.side == PositionSide.SHORT and current_position.stop_loss_price < current_position.take_profit_price
+            current_position.side == PositionSide.SHORT
+            and current_position.stop_loss_price < current_position.take_profit_price
         ):
             logger.error(f"Wrong Adjust: {current_position}")
             return
@@ -158,7 +160,7 @@ async def _close_position(self, event: PositionCloseRequested):
 
         next_position = current_position.add_order(order)
 
-        logger.info(f"Closed Position: {next_position}")
+        logger.debug(f"Closed Position: {next_position}")
 
         await self.tell(BrokerPositionClosed(next_position))
 

diff --git a/position/_actor.py b/position/_actor.py
@@ -21,7 +21,7 @@
 )
 from core.interfaces.abstract_config import AbstractConfig
 from core.interfaces.abstract_position_factory import AbstractPositionFactory
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 

diff --git a/position/_position_factory.py b/position/_position_factory.py
@@ -6,7 +6,7 @@
 )
 from core.models.ohlcv import OHLCV
 from core.models.position import Position
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 from core.models.signal import Signal, SignalSide
 
 

diff --git a/position/_state.py b/position/_state.py
@@ -3,7 +3,7 @@
 from typing import List, Optional, Tuple
 
 from core.models.position import Position
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 

diff --git a/position/risk/break_even.py b/position/risk/break_even.py
@@ -5,7 +5,7 @@
 from core.interfaces.abstract_config import AbstractConfig
 from core.interfaces.abstract_position_risk_strategy import AbstractPositionRiskStrategy
 from core.models.ohlcv import OHLCV
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 
 
 class PositionRiskBreakEvenStrategy(AbstractPositionRiskStrategy):

diff --git a/position/risk/volatility.py b/position/risk/volatility.py
diff --git a/position/take_profit/risk_reward.py b/position/take_profit/risk_reward.py
@@ -2,7 +2,7 @@
 from core.interfaces.abstract_position_take_profit_strategy import (
     AbstractPositionTakeProfitStrategy,
 )
-from core.models.position_side import PositionSide
+from core.models.side import PositionSide
 
 
 class PositionRiskRewardTakeProfitStrategy(AbstractPositionTakeProfitStrategy):