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fix: add early api connection verification to morning routine

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pie
2026-05-07 16:49:23 +01:00
parent f2180891fc
commit 9448c613ca
1 changed files with 33 additions and 31 deletions
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main.py
+33 -31
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@@ -4,6 +4,7 @@ import logging
import pytz
import threading
import csv
import random
from datetime import datetime, time as dtime
from dotenv import load_dotenv
@@ -30,19 +31,20 @@ logger = logging.getLogger(__name__)
PNL_FILE = "pnl_tracking.csv"
def record_pnl(ticker, direction, entry_price, exit_price, reason, pnl_r):
def record_pnl(ticker, direction, entry_price, exit_price, reason, pnl_r, trading_ticker=None):
"""Appends the result of a closed trade to the PnL CSV."""
file_exists = os.path.isfile(PNL_FILE)
with open(PNL_FILE, mode='a', newline='') as file:
writer = csv.writer(file)
if not file_exists:
writer.writerow(["Date", "Ticker", "Direction", "Entry Price", "Exit Price", "Reason", "PnL (R)"])
writer.writerow(["Date", "Ticker", "Trading Ticker", "Direction", "Entry Price", "Exit Price", "Reason", "PnL (R)"])
today = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
writer.writerow([today, ticker, direction, round(entry_price, 2), round(exit_price, 2), reason, round(pnl_r, 2)])
writer.writerow([today, ticker, trading_ticker or ticker, direction, round(entry_price, 2), round(exit_price, 2), reason, round(pnl_r, 2)])
logger.info(f"Recorded trade in {PNL_FILE}: {ticker} {direction} | Result: {reason} | PnL: {pnl_r:.2f} R")
label = f"{ticker} ({trading_ticker})" if trading_ticker else ticker
logger.info(f"Recorded trade in {PNL_FILE}: {label} {direction} | Result: {reason} | PnL: {pnl_r:.2f} R")
def calculate_r_multiple(direction, entry_price, exit_price, stop_loss):
"""Calculates the PnL in terms of Risk Multiples (R)."""
@@ -91,7 +93,6 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
params['ticker'] = t212_ticker
# Anti-thundering-herd: Random jitter to prevent 429s from parallel threads
import random
time.sleep(random.uniform(0.1, 3.0))
# Fetch Account Balance to calculate risk with backoff
@@ -99,15 +100,9 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
for attempt in range(3):
try:
account_info = client.get_account_info()
# Trading212 returns totalValue for the account equity
actual_balance = float(account_info.get('totalValue', 5000.0))
# Simulate starting with 250 by subtracting the demo excess (4750)
virtual_balance = max(0, actual_balance - 4750.0)
# Risk 1% of this adjusted virtual balance
risk_amount = virtual_balance * 0.01
logger.info(f"Account: {actual_balance:.2f} | Virtual Balance: {virtual_balance:.2f} | Risk (1%): {risk_amount:.2f}")
break # Success
except Exception as e:
@@ -119,22 +114,26 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
break
if execution.execute_trade(params, target_risk_amount=risk_amount):
# monitor_and_bracket is blocking, wait for fill (times out at 11:00)
if execution.monitor_and_bracket(params):
# Position is open, monitor for exit via SL/TP
while datetime.now(tz).hour < 11:
is_closed, reason, exit_price = execution.check_exit_status()
if is_closed:
pnl_r = calculate_r_multiple(params['direction'], params['entry_price'], exit_price, params['stop_loss'])
record_pnl(yf_ticker, params['direction'], params['entry_price'], exit_price, reason, pnl_r)
break # Exit the monitoring loop
final_entry = execution.params.get('final_entry', params['entry_price'])
final_sl = execution.params.get('final_sl', params['stop_loss'])
trading_ticker = execution.params.get('trading_ticker', yf_ticker)
pnl_r = calculate_r_multiple("BUY" if execution.is_etp else params['direction'], final_entry, exit_price, final_sl)
record_pnl(yf_ticker, params['direction'], final_entry, exit_price, reason, pnl_r, trading_ticker=trading_ticker)
break
time.sleep(15)
now = datetime.now(tz)
else:
logger.info(f"No valid setup today for {yf_ticker}. Thread exiting.")
return
# 2. Wait until 11:00 EST for Forced Exit (if we are still in a position or have pending orders)
# 2. Wait until 11:00 EST for Forced Exit
now = datetime.now(tz)
target_exit_time = now.replace(hour=11, minute=0, second=0, microsecond=0)
@@ -143,18 +142,20 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
logger.info(f"Waiting {wait_seconds:.0f} seconds until 11:00 EST forced exit...")
time.sleep(wait_seconds)
# 3. 11:00 EST - Cleanup (with jitter to prevent 429s from parallel threads)
import random
# 3. 11:00 EST - Cleanup (with jitter to prevent 429s)
time.sleep(random.uniform(0.1, 5.0))
logger.info(f"Time exit reached for {yf_ticker}. Cleaning up.")
if execution.is_in_position:
exit_price = execution.close_all(t212_ticker)
if hasattr(execution, 'params') and exit_price > 0:
pnl_r = calculate_r_multiple(execution.params['direction'], execution.params['entry_price'], exit_price, execution.params['stop_loss'])
record_pnl(yf_ticker, execution.params['direction'], execution.params['entry_price'], exit_price, "11:00 Time Exit", pnl_r)
final_entry = execution.params.get('final_entry', execution.params['entry_price'])
final_sl = execution.params.get('final_sl', execution.params['stop_loss'])
trading_ticker = execution.params.get('trading_ticker', yf_ticker)
pnl_r = calculate_r_multiple("BUY" if execution.is_etp else execution.params['direction'], final_entry, exit_price, final_sl)
record_pnl(yf_ticker, execution.params['direction'], final_entry, exit_price, "11:00 Time Exit", pnl_r, trading_ticker=trading_ticker)
else:
# Cleanup any pending orders if entry wasn't filled
execution.close_all(t212_ticker)
logger.info(f"Lifecycle complete for {yf_ticker}. Thread exiting.")
@@ -168,12 +169,10 @@ def main():
now = datetime.now(tz)
# Safety Guard: Check if it's a weekend
if now.weekday() >= 5: # 5 = Saturday, 6 = Sunday
if now.weekday() >= 5:
logger.warning("Weekend detected. The market is closed. Exiting cleanly.")
return
# Safety Guard: Check if executed outside the expected morning window (allow 09:00 to 09:40 EST)
if now.hour < 9 or (now.hour == 9 and now.minute > 40) or now.hour >= 10:
logger.warning(f"Bot executed at {now.strftime('%H:%M')} EST. Expected launch window is 09:00 - 09:40 EST. Exiting cleanly.")
return
@@ -184,7 +183,16 @@ def main():
client = Trading212Client(api_key_id, api_key, base_url)
# 1. Morning Routine: Find Candidates
# Early verification: Check connection before starting the day
try:
logger.info("Verifying API connection...")
client.get_account_info()
logger.info("API Connection verified successfully.")
except Exception as e:
logger.error(f"API Connection check failed: {e}")
logger.error("Please check your API key and permissions in .env. Exiting.")
return
logger.info("Starting Morning Routine: Finding ISA Candidates...")
candidates_df = find_best_isa_tickers()
@@ -192,11 +200,9 @@ def main():
logger.error("No candidates found. Exiting.")
return
# 2. Morning Routine: Backtest Candidates to find the 'Edge'
logger.info("Running Backtests on candidates to find current winners...")
profitable_tickers = []
# We'll test the top 10 candidates from the scanner
for _, row in candidates_df.head(10).iterrows():
yf_t = row['Ticker']
t212_t = row['T212_Ticker']
@@ -209,10 +215,7 @@ def main():
'pnl': res['Net PnL (R)']
})
# Sort by best backtest performance
profitable_tickers.sort(key=lambda x: x['pnl'], reverse=True)
# Select Top 3
final_watchlist = profitable_tickers[:3]
if not final_watchlist:
@@ -221,7 +224,6 @@ def main():
logger.info(f"Final Watchlist for today: {[t['yf'] for t in final_watchlist]}")
# 3. Launch execution threads
threads = []
for ticker_info in final_watchlist:
t = threading.Thread(