tika
4df8d53b1a
Full-stack trading bot with: - FastAPI backend with ICT strategy (Order Block + Liquidity Sweep detection) - Backtester engine with rolling window, spread simulation, and performance metrics - Hybrid market data service (yfinance + TwelveData with rate limiting + SQLite cache) - Simulated exchange for paper trading - React/TypeScript frontend with TradingView lightweight-charts v5 - Live dashboard with candlestick chart, OHLC legend, trade markers - Backtest page with configurable parameters, equity curve, and trade table - WebSocket support for real-time updates - Bot runner with asyncio loop for automated trading Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
68 lines
2.5 KiB
Python
68 lines
2.5 KiB
Python
"""
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Gestion des positions : sizing, validation, suivi.
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"""
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import logging
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from typing import Optional
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from app.core.config import settings
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from app.core.exchange.base import AbstractExchange, AccountInfo, OrderResult
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from app.core.strategy.base import TradeSignal
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logger = logging.getLogger(__name__)
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class TradeManager:
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def __init__(self, exchange: AbstractExchange) -> None:
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self._exchange = exchange
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self._risk_percent = settings.bot_risk_percent
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self._pip_value = 0.0001
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async def execute_signal(self, signal: TradeSignal) -> Optional[OrderResult]:
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"""
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Calcule le sizing et place l'ordre sur l'exchange.
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Retourne None si le signal est invalide ou si le sizing est trop petit.
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"""
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account = await self._exchange.get_account_info()
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risk_pips = abs(signal.entry_price - signal.stop_loss) / self._pip_value
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if risk_pips < 1:
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logger.warning("Signal ignoré : risque en pips trop faible (%s)", risk_pips)
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return None
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units = self._calculate_units(account, risk_pips, signal)
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if abs(units) < 1000:
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logger.warning("Signal ignoré : taille de position trop petite (%s)", units)
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return None
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logger.info(
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"Exécution signal %s %s — entry=%.5f SL=%.5f TP=%.5f units=%d",
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signal.direction, signal.signal_type,
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signal.entry_price, signal.stop_loss, signal.take_profit, units,
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)
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return await self._exchange.place_order(
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instrument=signal.signal_type.split("+")[0] if "+" in signal.signal_type else "EUR_USD",
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units=units,
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stop_loss=signal.stop_loss,
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take_profit=signal.take_profit,
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)
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def _calculate_units(
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self,
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account: AccountInfo,
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risk_pips: float,
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signal: TradeSignal,
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) -> float:
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"""
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Calcule la taille de position basée sur le risque défini.
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Formula : units = (balance * risk%) / (risk_pips * pip_value_per_unit)
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Pour EUR/USD standard : pip_value_per_unit = $0.0001
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"""
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risk_amount = account.balance * (self._risk_percent / 100)
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# Pour simplification : 1 pip = 0.0001, valeur pip sur mini-lot = $1
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pip_value_per_unit = self._pip_value
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raw_units = risk_amount / (risk_pips * pip_value_per_unit)
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# Arrondir à la centaine inférieure
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units = (int(raw_units) // 100) * 100
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return float(units) if signal.direction == "buy" else float(-units)
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