Files
OpenBB/gamestonk_terminal/forex/fx_view.py
2021-08-16 07:59:52 -04:00

915 lines
27 KiB
Python

import argparse
from datetime import datetime
from typing import List
import matplotlib.pyplot as plt
import matplotlib.ticker as mticker
import mplfinance as mpf
import pandas as pd
import pandas_ta as ta
import seaborn as sns
from oandapyV20 import API
from oandapyV20.endpoints import (
accounts,
forexlabs,
instruments,
orders,
positions,
pricing,
trades,
)
from oandapyV20.exceptions import V20Error
from gamestonk_terminal import config_plot as cfgPlot
from gamestonk_terminal import config_terminal as cfg
from gamestonk_terminal import feature_flags as gtff
from gamestonk_terminal.helper_funcs import (
check_non_negative,
parse_known_args_and_warn,
plot_autoscale,
)
client = API(access_token=cfg.OANDA_TOKEN, environment=cfg.OANDA_ACCOUNT_TYPE)
account = cfg.OANDA_ACCOUNT
def get_fx_price(accountID, instrument, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="price",
description="Get price for selected instrument.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
parameters = {"instruments": instrument}
request = pricing.PricingInfo(accountID=accountID, params=parameters)
response = client.request(request)
bid = response["prices"][0]["bids"][0]["price"]
ask = response["prices"][0]["asks"][0]["price"]
print(instrument + " Bid: " + bid)
print(instrument + " Ask: " + ask)
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def get_account_summary(accountID, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="summary",
description="Print some information about your account.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
request = accounts.AccountSummary(accountID=accountID)
response = client.request(request)
df_summary = pd.DataFrame(
[
{"Type": "Balance", "Value": response["account"]["balance"]},
{"Type": "NAV", "Value": response["account"]["NAV"]},
{
"Type": "Unrealized P/L",
"Value": response["account"]["unrealizedPL"],
},
{"Type": "Total P/L", "Value": response["account"]["pl"]},
{
"Type": "Open Trade Count",
"Value": response["account"]["openTradeCount"],
},
{
"Type": "Margin Available",
"Value": response["account"]["marginAvailable"],
},
{"Type": "Margin Used", "Value": response["account"]["marginUsed"]},
{
"Type": "Margin Closeout",
"Value": response["account"]["marginCloseoutNAV"],
},
{
"Type": "Margin Closeout Percent",
"Value": response["account"]["marginCloseoutPercent"],
},
{
"Type": "Margin Closeout Position Value",
"Value": response["account"]["marginCloseoutPositionValue"],
},
]
)
print(df_summary.to_string(index=False, header=False))
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def list_orders(accountID, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="list",
description="List order history",
)
parser.add_argument(
"-s",
"--state",
dest="state",
action="store",
default="ALL",
required=False,
help="Select state for order list. ",
)
parser.add_argument(
"-c",
"--count",
dest="count",
action="store",
default=20,
required=False,
help="the number of orders to retrieve ",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {}
parameters["state"] = ns_parser.state.upper()
parameters["count"] = ns_parser.count
try:
request = orders.OrderList(accountID, parameters)
response = client.request(request)
df = pd.DataFrame.from_dict(response["orders"])
df = df[["id", "instrument", "units", "price", "state", "type"]]
print(df)
print("")
except KeyError:
print("No orders were found\n")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def get_order_book(instrument, other_args):
parser = argparse.ArgumentParser(
add_help=False,
prog="orderbook",
description="Plot the orderbook for the instrument if Oanda provides one.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {"bucketWidth": "1"}
try:
instrument = format_instrument(instrument, "_")
request = instruments.InstrumentsOrderBook(
instrument=instrument, params=parameters
)
response = client.request(request)
df = pd.DataFrame.from_dict(response["orderBook"]["buckets"])
pd.set_option("display.max_rows", None)
df = df.take(range(527, 727, 1))
book_plot(df, instrument, "Order Book")
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def get_position_book(instrument, other_args):
parser = argparse.ArgumentParser(
add_help=False,
prog="positionbook",
description="Plot the positionbook for the instrument if Oanda provides one.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
instrument = format_instrument(instrument, "_")
request = instruments.InstrumentsPositionBook(instrument=instrument)
response = client.request(request)
df = pd.DataFrame.from_dict(response["positionBook"]["buckets"])
pd.set_option("display.max_rows", None)
df = df.take(range(219, 415, 1))
book_plot(df, instrument, "Position Book")
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def create_order(accountID, instrument, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="order",
description="Create order",
)
parser.add_argument(
"-u",
"--unit",
dest="units",
action="store",
type=int,
default=0,
required=True,
help="The number of units to place in the order request. Positive for "
+ "a long position and negative for a short position ",
)
parser.add_argument(
"-p",
"--price",
dest="price",
action="store",
type=check_non_negative,
required=True,
help="The price to set for the limit order. ",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
if "JPY" in instrument or "THB" in instrument or "HUF" in instrument:
ns_parser.price = round(ns_parser.price, 3)
else:
ns_parser.price = round(ns_parser.price, 5)
data = {
"order": {
"price": ns_parser.price,
"instrument": instrument,
"units": ns_parser.units,
"type": "LIMIT",
"timeInForce": "GTC",
"positionFill": "DEFAULT",
}
}
try:
request = orders.OrderCreate(accountID, data)
response = client.request(request)
order_data = []
order_data.append(
{
"Order ID": response["orderCreateTransaction"]["id"],
"Instrument": response["orderCreateTransaction"]["instrument"],
"Price": response["orderCreateTransaction"]["price"],
"Units": response["orderCreateTransaction"]["units"],
}
)
df = pd.DataFrame.from_dict(order_data)
print(df.to_string(index=False))
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
except Exception as e:
print(e)
def cancel_pending_order(accountID, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="cancel",
description="Cancel Pending Order ",
)
parser.add_argument(
"-i",
"--id",
dest="orderID",
action="store",
type=str,
help="The pending order ID to cancel ",
)
if other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-i")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
request = orders.OrderCancel(accountID, ns_parser.orderID)
response = client.request(request)
order_id = response["orderCancelTransaction"]["orderID"]
print(f"Order {order_id} canceled.")
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def get_pending_orders(accountID, other_args):
parser = argparse.ArgumentParser(
add_help=False,
prog="pending",
description="Gets information about pending orders.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
request = orders.OrdersPending(accountID)
response = client.request(request)
pending_data = []
for i in range(len(response["orders"])):
pending_data.append(
{
"Order ID": response["orders"][i]["id"],
"Instrument": response["orders"][i]["instrument"],
"Price": response["orders"][i]["price"],
"Units": response["orders"][i]["units"],
"Time Created": response["orders"][i]["createTime"][:10]
+ " "
+ response["orders"][i]["createTime"][11:19],
"Time In Force": response["orders"][i]["timeInForce"],
}
)
df = pd.DataFrame.from_dict(pending_data)
if not pending_data:
print("No pending orders")
else:
print(df.to_string(index=False))
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def get_open_positions(accountID, other_args):
parser = argparse.ArgumentParser(
add_help=False,
prog="positions",
description="Gets information about open positions.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
request = positions.OpenPositions(accountID)
response = client.request(request)
position_data = []
for i in range(len(response["positions"])):
position_data.append(
{
"Instrument": response["positions"][i]["instrument"],
"Long Units": response["positions"][i]["long"]["units"],
"Total Long P/L": response["positions"][i]["long"]["units"],
"Unrealized Long P/L": response["positions"][i]["long"][
"unrealizedPL"
],
"Short Units": response["positions"][i]["short"]["units"],
"Total Short P/L": response["positions"][i]["short"]["pl"],
"Short Unrealized P/L": response["positions"][i]["short"][
"unrealizedPL"
],
}
)
df = pd.DataFrame.from_dict(position_data)
print(df.to_string(index=False))
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
def get_open_trades(accountID, other_args):
parser = argparse.ArgumentParser(
add_help=False,
prog="trades",
description="Gets information about open trades.",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
request = trades.OpenTrades(accountID)
response = client.request(request)
try:
df = pd.DataFrame.from_dict(response["trades"])
df = df[
[
"id",
"instrument",
"initialUnits",
"currentUnits",
"price",
"unrealizedPL",
]
]
df = df.rename(
columns={
"id": "ID",
"instrument": "Instrument",
"initialUnits": "Initial Units",
"currentUnits": "Current Units",
"price": "Entry Price",
"unrealizedPL": "Unrealized P/L",
}
)
print(df.to_string(index=False))
print("")
except KeyError:
print("No trades were found")
print("")
except V20Error as e:
msg_length = len(e.msg)
msg = e.msg[17 : msg_length - 2]
print(msg)
print("")
def close_trade(accountID, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="closetrade",
description="Close a trade by id.",
)
parser.add_argument(
"-i",
"--id",
dest="orderID",
action="store",
type=str,
required=False,
help="The Trade ID to close. ",
)
parser.add_argument(
"-u",
"--units",
dest="units",
action="store",
required=False,
help="The number of units on the trade to close. If not set it "
+ "defaults to all units. ",
)
if other_args:
if "-i" not in other_args[0]:
other_args.insert(0, "-i")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
data = {}
if ns_parser.units is not None:
data["units"] = ns_parser.units
try:
request = trades.TradeClose(accountID, ns_parser.orderID, data)
response = client.request(request)
close_data = []
close_data.append(
{
"OrderID": response["orderCreateTransaction"]["tradeClose"]["tradeID"],
"Instrument": response["orderFillTransaction"]["instrument"],
"Units": response["orderCreateTransaction"]["units"],
"Price": response["orderFillTransaction"]["price"],
"P/L": response["orderFillTransaction"]["pl"],
}
)
df = pd.DataFrame.from_dict(close_data)
print(df.to_string(index=False))
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
except Exception as e:
print(e, "\n")
def show_candles(accountID, instrument, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="candles",
description="Display Candle Data",
)
parser.add_argument(
"-g",
"--granularity",
dest="granularity",
action="store",
type=str,
default="D",
required=False,
help="The timeframe to get for the candle chart (Seconds: S5, S10, S15, S30 "
+ "Minutes: M1, M2, M4, M5, M10, M15, M30 Hours: H1, H2, H3, H4, H6, H8, H12 "
+ "Day (default): D, Week: W Month: M",
)
parser.add_argument(
"-c",
"--count",
dest="candlecount",
action="store",
default=180,
type=int,
required=False,
help="The number of candles to retrieve. Default:180 ",
)
parser.add_argument(
"-a",
"--ad",
dest="ad",
action="store_true",
help="Adds ad (Accumulation/Distribution Indicator) to the chart",
)
parser.add_argument(
"-b",
"--bbands",
dest="bbands",
action="store_true",
help="Adds Bollinger Bands to the chart",
)
parser.add_argument(
"-C",
"--cci",
dest="cci",
action="store_true",
help="Adds cci (Commodity Channel Index) to the chart",
)
parser.add_argument(
"-e",
"--ema",
dest="ema",
action="store_true",
help="Adds ema (Exponential Moving Average) to the chart",
)
parser.add_argument(
"-o",
"--obv",
dest="obv",
action="store_true",
help="Adds obv (On Balance Volume) to the chart",
)
parser.add_argument(
"-r",
"--rsi",
dest="rsi",
action="store_true",
help="Adds rsi (Relative Strength Index) to the chart",
)
parser.add_argument(
"-s",
"--sma",
dest="sma",
action="store_true",
help="Adds sma (Simple Moving Average) to the chart",
)
parser.add_argument(
"-v",
"--vwap",
dest="vwap",
action="store_true",
help="Adds vwap (Volume Weighted Average Price) to the chart",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {}
parameters["granularity"] = ns_parser.granularity.upper()
parameters["count"] = ns_parser.candlecount
try:
instrument = format_instrument(instrument, "_")
df = get_candles_dataframe(accountID, instrument, parameters)
plots_to_add, legends, subplot_legends = add_plots(df, ns_parser)
if gtff.USE_ION:
plt.ion()
# pylint: disable=W0612
fig, ax = mpf.plot(
df,
type="candle",
style="charles",
volume=True,
title=f"{instrument} {ns_parser.granularity}",
returnfig=True,
addplot=plots_to_add,
)
ax[0].set_title(f"{instrument} {ns_parser.granularity}")
ax[0].legend(legends)
# pylint: disable=C0200
for i in range(0, len(subplot_legends), 2):
ax[subplot_legends[i]].legend(subplot_legends[i + 1])
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
except TypeError as e:
print(e)
def add_plots(df, ns_parser):
panel_number = 2
plots_to_add = []
legends = []
subplot_legends = []
if ns_parser.ad:
ad = ta.ad(df["High"], df["Low"], df["Close"], df["Volume"])
ad_plot = mpf.make_addplot(ad, panel=panel_number)
plots_to_add.append(ad_plot)
subplot_legends.extend([panel_number * 2, ["AD"]])
panel_number += 1
if ns_parser.bbands:
bbands = ta.bbands(df["Close"])
bbands = bbands.drop("BBB_5_2.0", axis=1)
bbands_plot = mpf.make_addplot(bbands, panel=0)
plots_to_add.append(bbands_plot)
legends.extend(["Lower BBand", "Middle BBand", "Upper BBand"])
if ns_parser.cci:
cci = ta.cci(df["High"], df["Low"], df["Close"])
cci_plot = mpf.make_addplot(cci, panel=panel_number)
plots_to_add.append(cci_plot)
subplot_legends.extend([panel_number * 2, ["CCI"]])
panel_number += 1
if ns_parser.ema:
ema = ta.ema(df["Close"])
ema_plot = mpf.make_addplot(ema, panel=0)
plots_to_add.append(ema_plot)
legends.append("10 EMA")
if ns_parser.rsi:
rsi = ta.rsi(df["Close"])
rsi_plot = mpf.make_addplot(rsi, panel=panel_number)
plots_to_add.append(rsi_plot)
subplot_legends.extend([panel_number * 2, ["RSI"]])
panel_number += 1
if ns_parser.obv:
obv = ta.obv(df["Close"], df["Volume"])
obv_plot = mpf.make_addplot(obv, panel=panel_number)
plots_to_add.append(obv_plot)
subplot_legends.extend([panel_number * 2, ["OBV"]])
panel_number += 1
if ns_parser.sma:
sma_length = [20, 50]
for length in sma_length:
sma = ta.sma(df["Close"], length=length)
sma_plot = mpf.make_addplot(sma, panel=0)
plots_to_add.append(sma_plot)
legends.append(f"{length} SMA")
if ns_parser.vwap:
vwap = ta.vwap(df["High"], df["Low"], df["Close"], df["Volume"])
vwap_plot = mpf.make_addplot(vwap, panel=0)
plots_to_add.append(vwap_plot)
legends.append("vwap")
return plots_to_add, legends, subplot_legends
def calendar(instrument, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="calendar",
description="Show Calendar Data",
)
parser.add_argument(
"-d",
"--days",
dest="days",
action="store",
type=int,
default=7,
required=False,
help="The number of days to search for, up to 30 forward or backward "
+ "use negative numbers to search back. ",
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {"instrument": instrument, "period": str(ns_parser.days * 86400 * -1)}
try:
request = forexlabs.Calendar(params=parameters)
response = client.request(request)
l_data = []
# pylint: disable=C0200
for i in range(len(response)):
if "forecast" in response[i]:
forecast = response[i]["forecast"]
if response[i]["unit"] != "Index":
forecast += response[i]["unit"]
else:
forecast = ""
if "market" in response[i]:
market = response[i]["market"]
if response[i]["unit"] != "Index":
market += response[i]["unit"]
else:
market = ""
if "actual" in response[i]:
actual = response[i]["actual"]
if response[i]["unit"] != "Index":
actual += response[i]["unit"]
else:
actual = ""
if "previous" in response[i]:
previous = response[i]["previous"]
if response[i]["unit"] != "Index":
previous += response[i]["unit"]
else:
previous = ""
if "impact" in response[i]:
impact = response[i]["impact"]
else:
impact = ""
l_data.append(
{
"Title": response[i]["title"],
"Time": datetime.fromtimestamp(response[i]["timestamp"]),
"Impact": impact,
"Forecast": forecast,
"Market Forecast": market,
"Currency": response[i]["currency"],
"Region": response[i]["region"],
"Actual": actual,
"Previous": previous,
}
)
print(pd.DataFrame(l_data).to_string(index=False))
print("")
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["message"], "\n")
# pylint: disable=W0613
# pylint: disable=R1710
def get_candles_dataframe(accountID, instrument, parameters):
if not parameters:
parameters = {
"granularity": "D",
"count": "1500",
}
try:
request = instruments.InstrumentsCandles(instrument, params=parameters)
response = client.request(request)
candles_data = []
for i in range(len(response["candles"])):
candles_data.append(
{
"Date": response["candles"][i]["time"][:10]
+ " "
+ response["candles"][i]["time"][11:19],
"Open": float(response["candles"][i]["mid"]["o"]),
"High": float(response["candles"][i]["mid"]["h"]),
"Low": float(response["candles"][i]["mid"]["l"]),
"Close": float(response["candles"][i]["mid"]["c"]),
"Volume": response["candles"][i]["volume"],
}
)
df = pd.DataFrame(candles_data)
df.set_index("Date", inplace=True)
df.index = pd.to_datetime(df.index)
return df
except V20Error as e:
# pylint: disable=W0123
d_error = eval(e.msg)
print(d_error["errorMessage"], "\n")
# pylint: disable=R1710
def load(other_args: List[str]):
"""Load a forex instrument to use"""
parser = argparse.ArgumentParser(
add_help=False,
prog="load",
description="Forex using oanda",
)
parser.add_argument(
"-i",
"--instrument",
required=True,
type=str,
dest="instrument",
help="Forex pair to use. ",
)
try:
if other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-i")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
print("")
return ns_parser.instrument.upper()
except Exception as e:
print(e, "\n")
return None
def book_plot(df, instrument, book_type):
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=cfgPlot.PLOT_DPI)
df = df.apply(pd.to_numeric)
df["shortCountPercent"] = df["shortCountPercent"] * -1
axis_origin = max(
abs(max(df["longCountPercent"])), abs(max(df["shortCountPercent"]))
)
ax.set_xlim(-axis_origin, +axis_origin)
sns.set_style(style="darkgrid")
sns.barplot(
x="longCountPercent",
y="price",
data=df,
label="Count Percent",
color="green",
orient="h",
)
sns.barplot(
x="shortCountPercent",
y="price",
data=df,
label="Prices",
color="red",
orient="h",
)
ax.invert_yaxis()
plt.title(f"{instrument} {book_type}")
plt.xlabel("Count Percent")
plt.ylabel("Price")
sns.despine(left=True, bottom=True)
ax.yaxis.set_major_locator(mticker.MultipleLocator(5))
if gtff.USE_ION:
plt.ion()
plt.show()
# pylint: disable=R1710
def format_instrument(instrument, char):
try:
if char not in instrument:
instrument_list = list(instrument)
instrument_list.pop(3)
if char == " ":
instrument = "".join(map(str, instrument_list))
else:
instrument_list.insert(3, char)
instrument = "".join(map(str, instrument_list))
return instrument
except TypeError:
print("Please load an instrument")
print("")