trading-bot/main.py

import os
import time
import logging
import pytz
import threading
import csv
from datetime import datetime, time as dtime
from dotenv import load_dotenv

from src.api.client import Trading212Client
from src.strategy.touch_turn import TouchTurnStrategy
from src.execution.manager import ExecutionManager
from scripts.find_isa_candidates import find_best_isa_tickers
from scripts.backtest import backtest_ticker

# Ensure logs directory exists
os.makedirs("logs", exist_ok=True)
log_filename = datetime.now().strftime("logs/bot_%Y-%m-%d.log")

# Configure logging to both console and file
logging.basicConfig(
    level=logging.INFO, 
    format='%(asctime)s [%(threadName)s] %(levelname)s - %(message)s',
    handlers=[
        logging.FileHandler(log_filename),
        logging.StreamHandler()
    ]
)
logger = logging.getLogger(__name__)

PNL_FILE = "pnl_tracking.csv"

def record_pnl(ticker, direction, entry_price, exit_price, reason, pnl_r):
    """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)"])
            
        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)])
    
    logger.info(f"Recorded trade in {PNL_FILE}: {ticker} {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)."""
    if direction == "BUY": # LONG
        risk = entry_price - stop_loss
        return (exit_price - entry_price) / risk if risk != 0 else 0
    else: # SHORT
        risk = stop_loss - entry_price
        return (entry_price - exit_price) / risk if risk != 0 else 0

def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
    """Handles the full strategy lifecycle for a single ticker in its own thread, then exits."""
    strategy = TouchTurnStrategy(yf_ticker)
    execution = ExecutionManager(client)
    
    logger.info(f"Bot thread started for {yf_ticker} ({t212_ticker}).")
    
    now = datetime.now(tz)
    target_entry_time = now.replace(hour=9, minute=45, second=0, microsecond=0)
    
    # 1. Wait until 09:45 EST
    if now < target_entry_time:
        wait_seconds = (target_entry_time - now).total_seconds()
        logger.info(f"Waiting {wait_seconds:.0f} seconds until 09:45 EST evaluation...")
        time.sleep(wait_seconds)
    
    # Re-evaluate current time
    now = datetime.now(tz)
    
    if now.hour == 9 and now.minute >= 45:
        logger.info(f"Evaluating opening candle for {yf_ticker}...")
        
        # Retry loop: wait for yfinance to publish the 09:30-09:45 candle
        setup_found = False
        max_retries = 12
        for attempt in range(max_retries):
            if strategy.check_setup():
                setup_found = True
                break
            elif attempt < max_retries - 1:
                logger.debug(f"Data not ready for {yf_ticker} yet, waiting 15s...")
                time.sleep(15)
                
        if setup_found:
            params = strategy.get_trade_params()
            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
            risk_amount = 2.50 # Fallback
            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:
                    if '429' in str(e):
                        logger.warning(f"Rate limited on account fetch for {yf_ticker}. Retrying in {2**(attempt+1)}s...")
                        time.sleep(2**(attempt+1))
                    else:
                        logger.error(f"Failed to fetch account info: {e}. Defaulting to £2.50 risk.")
                        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
                            
                        time.sleep(15)
        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)
    now = datetime.now(tz)
    target_exit_time = now.replace(hour=11, minute=0, second=0, microsecond=0)
    
    if now < target_exit_time and execution.is_in_position:
        wait_seconds = (target_exit_time - now).total_seconds()
        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
    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)
    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.")

def main():
    load_dotenv()
    api_key_id = os.getenv("TRADING212_API_KEY_ID")
    api_key = os.getenv("TRADING212_API_KEY")
    base_url = os.getenv("TRADING212_BASE_URL", "https://demo.trading212.com/api/v0/")
    tz = pytz.timezone('US/Eastern')
    
    now = datetime.now(tz)
    
    # Safety Guard: Check if it's a weekend
    if now.weekday() >= 5: # 5 = Saturday, 6 = Sunday
        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

    if not api_key_id or not api_key:
        logger.error("API credentials not found in .env")
        return

    client = Trading212Client(api_key_id, api_key, base_url)

    # 1. Morning Routine: Find Candidates
    logger.info("Starting Morning Routine: Finding ISA Candidates...")
    candidates_df = find_best_isa_tickers()
    
    if candidates_df is None or candidates_df.empty:
        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']
        
        res = backtest_ticker(yf_t, quiet=True)
        if res and res['Net PnL (R)'] > 0:
            profitable_tickers.append({
                'yf': yf_t,
                't212': t212_t,
                '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:
        logger.warning("No tickers showed a positive backtest return. Bot will not trade today.")
        return

    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(
            target=run_ticker_lifecycle, 
            args=(client, ticker_info['yf'], ticker_info['t212'], tz),
            name=f"Bot-{ticker_info['yf']}"
        )
        t.start()
        threads.append(t)

    logger.info("All execution threads launched. Waiting for completion...")

    for t in threads:
        t.join()
        
    logger.info("All threads completed. Bot shutting down for the day.")

if __name__ == "__main__":
    main()