Initial commit: Touch & Turn Scalping Bot with fully automated execution, backtesting, and ISA screening

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pie
2026-04-22 21:19:33 +01:00
commit dc111abf8c
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import time
import logging
from typing import Dict, Any, Optional
from src.api.client import Trading212Client
logger = logging.getLogger(__name__)
class ExecutionManager:
"""
Manages the lifecycle of a trade: Entry, SL/TP placement, and Exit.
"""
def __init__(self, client: Trading212Client):
self.client = client
self.current_order_id = None
self.sl_order_id = None
self.tp_order_id = None
self.is_in_position = False
def execute_trade(self, params: Dict[str, Any], target_risk_amount: float = 0.0):
"""Starts the trade process by placing a limit entry order."""
self.params = params
ticker = params['ticker']
direction = params['direction']
entry_price = params['entry_price']
stop_loss = params['stop_loss']
# Calculate Risk per share
risk_per_share = abs(entry_price - stop_loss)
# Position Sizing
if target_risk_amount > 0 and risk_per_share > 0:
quantity = round(target_risk_amount / risk_per_share, 4) # T212 allows fractional shares
# Enforce a minimum of 0.01 or whatever the broker allows, but we'll trust the math here
if quantity < 0.01:
quantity = 0.01
else:
quantity = 1.0 # Fallback
self.current_quantity = quantity # Save it so monitor_and_bracket can use it
# Quantity must be negative for Sell (Short)
trade_quantity = -quantity if direction == "SELL" else quantity
logger.info(f"Calculated Risk/Share: {risk_per_share:.2f}. Sizing position to {quantity} shares to risk ~{target_risk_amount:.2f}")
logger.info(f"Placing entry {direction} limit order for {ticker} at {entry_price:.2f}")
try:
order = self.client.place_limit_order(ticker, trade_quantity, entry_price)
self.current_order_id = order.get('id')
logger.info(f"Order placed successfully. ID: {self.current_order_id}")
return True
except Exception as e:
logger.error(f"Failed to place entry order: {e}")
return False
def monitor_and_bracket(self, params: Dict[str, Any]):
"""Polls the entry order and places SL/TP once filled."""
if not self.current_order_id:
return False
ticker = params['ticker']
tp_price = params['target_price']
sl_price = params['stop_loss']
quantity = getattr(self, 'current_quantity', 1.0)
# Wait for entry fill
import pytz
from datetime import datetime
tz = pytz.timezone('US/Eastern')
while not self.is_in_position:
if datetime.now(tz).hour >= 11:
logger.warning(f"11:00 EST reached without entry fill for {ticker}. Aborting.")
return False
try:
status_info = self.client.get_order_status(self.current_order_id)
status = status_info.get('status')
logger.info(f"Entry order {self.current_order_id} status: {status}")
if status == "FILLED":
self.is_in_position = True
logger.info(f"Entry order filled! Placing SL/TP.")
break
elif status in ["CANCELLED", "REJECTED"]:
logger.warning(f"Entry order was {status}. Aborting.")
return False
except Exception as e:
logger.error(f"Error checking order status: {e}")
time.sleep(10) # Poll every 10 seconds
# Place SL and TP
# SL is a Stop order in the opposite direction
# TP is a Limit order in the opposite direction
sl_qty = -quantity if params['direction'] == "BUY" else quantity
tp_qty = -quantity if params['direction'] == "BUY" else quantity
try:
# Place TP (Limit)
tp_order = self.client.place_limit_order(ticker, tp_qty, tp_price, time_validity="GOOD_TILL_CANCEL")
self.tp_order_id = tp_order.get('id')
logger.info(f"TP order placed: {self.tp_order_id}")
# Place SL (Stop)
sl_order = self.client.place_stop_order(ticker, sl_qty, sl_price, time_validity="GOOD_TILL_CANCEL")
self.sl_order_id = sl_order.get('id')
logger.info(f"SL order placed: {self.sl_order_id}")
return True
except Exception as e:
logger.error(f"Failed to place SL/TP orders: {e}")
return False
def check_exit_status(self) -> tuple[bool, str, float]:
"""Checks if the SL or TP orders have been filled by the broker."""
if not self.is_in_position:
return False, "", 0.0
try:
if self.tp_order_id:
tp_info = self.client.get_order_status(self.tp_order_id)
if tp_info.get('status') == "FILLED":
fill_price = tp_info.get('filledPrice', tp_info.get('limitPrice', self.params.get('target_price')))
self.is_in_position = False
return True, "TP Hit", float(fill_price)
if self.sl_order_id:
sl_info = self.client.get_order_status(self.sl_order_id)
if sl_info.get('status') == "FILLED":
fill_price = sl_info.get('filledPrice', sl_info.get('stopPrice', self.params.get('stop_loss')))
self.is_in_position = False
return True, "SL Hit", float(fill_price)
except Exception as e:
logger.error(f"Error checking exit status: {e}")
return False, "", 0.0
def close_all(self, ticker: str) -> float:
"""Forces a close of all open orders and positions. Returns the exit price (or 0.0)."""
logger.info(f"Closing all orders and positions for {ticker}...")
if self.current_order_id:
try: self.client.cancel_order(self.current_order_id)
except: pass
if self.sl_order_id:
try: self.client.cancel_order(self.sl_order_id)
except: pass
if self.tp_order_id:
try: self.client.cancel_order(self.tp_order_id)
except: pass
logger.info("Emergency exit triggered. Cancelling pending orders...")
exit_price = 0.0
# Flatten any active position
if self.is_in_position:
try:
positions = self.client.get_all_open_positions()
for pos in positions:
if pos.get('ticker') == ticker:
qty = float(pos.get('quantity', 0))
exit_price = float(pos.get('currentPrice', 0.0)) # Use current market price as approx fill
if qty != 0:
# To close, we sell if we are long (positive qty), buy if short (negative qty)
exit_qty = -qty
logger.info(f"Flattening position: Placing market order for {exit_qty} shares of {ticker} at approx {exit_price}")
self.client.place_market_order(ticker, exit_qty)
break
except Exception as e:
logger.error(f"Failed to flatten position during emergency exit: {e}")
self.is_in_position = False
logger.info("Cleanup complete.")
return exit_price