Tobias Zimmermann
55 lines
1.9 KiB
Python
55 lines
1.9 KiB
Python
"""Orchestrierung von Paper-/Simulations- und Live-Trading über den Broker.
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- Paper-Modus: Simulationslauf über die Engine (Käufe/Verkäufe werden lokal
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gegen den Kurs-Feed gebucht, kein echtes Geld).
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- Live-Modus: platziert echte Markerorders über die Exchange-API.
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"""
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from __future__ import annotations
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import logging
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from .config import Config
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from .engine import Engine, Result
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from .exchange import Broker
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from .strategy import Strategy
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log = logging.getLogger("trademind.trader")
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class Trader:
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def __init__(self, cfg: Config, broker: Broker, strategy: Strategy):
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self.cfg = cfg
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self.t = cfg.trading
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self.broker = broker
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self.strategy = strategy
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self.engine = Engine(self.t, strategy)
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def symbol(self) -> str:
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base = self.t.base_currency.upper()
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quote = self.t.quote_currency.upper()
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if self.broker.name == "coinbase":
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return f"{base}-{quote}"
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return f"{base}/{quote}"
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def fetch_candles(self):
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return self.broker.fetch_ohlcv(self.symbol(), self.t.timeframe, self.t.candles)
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def simulate(self) -> Result:
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"""Simulationslauf (Paper-Trading) über die verfügbaren Candles."""
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candles = self.fetch_candles()
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return self.engine.run(candles)
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def live_cycle(self):
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"""Ein Live-Zyklus: Signal bewerten und ggf. echte Order platzieren."""
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candles = self.fetch_candles()
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prep = self.strategy.prepare(candles)
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sig = self.strategy.last_signal(prep)
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if sig.action == 1:
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size = (self.t.initial_balance * self.t.position_size_pct) / max(sig.price, 1e-9)
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return self.broker.create_market_order(self.symbol(), "buy", size)
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if sig.action in (-1, 2):
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size = (self.t.initial_balance * self.t.position_size_pct) / max(sig.price, 1e-9)
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return self.broker.create_market_order(self.symbol(), "sell", size)
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return None
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