Merge pull request #44 from fortesenselabs/feature/environments

README Update & Code Improvements: MT5 Environment
fortesenselabs · Oct 13, 2024 · 6e514fc · 6e514fc
2 parents 46a7d4f + 13c0ac3
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diff --git a/packages/itbot/README.md b/packages/itbot/README.md
@@ -2,20 +2,20 @@
 
 This Python script forwards trading signals from the [intelligent-trading-bot](https://github.com/asavinov/intelligent-trading-bot) Telegram channel to both WhatsApp and MetaTrader 5.
 
-**Features:**
+## Features
 
 - Subscribes to the `intelligent-trading-bot` Telegram channel using telethon.
 - Parses incoming messages for trading signals.
 - Forwards parsed signals to a WhatsApp group or individual contact. [Not done]
 - Sends the signals to MetaTrader 5 for potential execution (configuration required).
 
-**Requirements:**
+## Requirements
 
 - Python 3.8+
 - `telethon` library for Telegram integration (see installation instructions)
 - MetaTrader 5 API (see installation instructions: [https://www.mql5.com/en/docs/integration](https://www.mql5.com/en/docs/integration))
 
-**Installation:**
+## Installation
 
 1. Clone this repository or download the script.
 2. Install required libraries:
@@ -24,7 +24,7 @@ This Python script forwards trading signals from the [intelligent-trading-bot](h
    ```
 3. Configure `.env` (see below for details).
 
-**Configuration:**
+## Configuration
 
 1. Create a `.env` file in the same directory as the script.
 2. Add the following configurations to `.env`:
@@ -44,16 +44,22 @@ This Python script forwards trading signals from the [intelligent-trading-bot](h
    - Replace placeholders with your actual credentials.
    - MetaTrader 5 details can be found in your trading platform settings (optional).
 
-**Usage:**
+## Usage
 
-1. Run the script: `python main.py`
+```bash
+$ python main.py
+```
 
-**Disclaimer:**
+## TODOs
 
-This script is for educational purposes only. It is recommended to back-test any strategies before using them with real capital. You are solely responsible for any financial losses incurred while using this script.
+- Train RL Agents for the top 5 assets from the Quantreo ML Project (data platform -> MT5)
 
 ## Credits
 
 - https://github.com/asavinov/intelligent-trading-bot/
 - https://github.com/fpierrem/telegram-aggregator/
 - https://github.com/nsniteshsahni/telegram-channel-listener/
+
+**Disclaimer:**
+
+This script is for educational purposes only. It is recommended to back-test any strategies before using them with real capital. You are solely responsible for any financial losses incurred while using this script.
diff --git a/packages/itbot/itbot/mt5_trader.py b/packages/itbot/itbot/mt5_trader.py
@@ -6,13 +6,13 @@
 from datetime import datetime
 from typing import Dict, Optional
 from packages.itbot.itbot import Signal
-from packages.itbot.itbot.MetaTrader5 import MetaTrader5 as mt5
-from packages.itbot.itbot.terminal import (
+from packages.itbot.itbot.portfolio import RiskManager
+from trade_flow.common.logging import Logger
+from packages.mt5any import (
     DockerizedMT5TerminalConfig,
     DockerizedMT5Terminal,
 )
-from packages.itbot.itbot.portfolio import RiskManager
-from trade_flow.common.logging import Logger
+from packages.mt5any import MetaTrader5 as mt5
 
 
 SymbolInfo = object

diff --git a/packages/itbot/main.py b/packages/itbot/main.py
@@ -4,13 +4,12 @@
 import random
 import re
 from typing import List, Optional
-import aiodbm
 from telethon import events
 from packages.itbot.agents import Agent, BasicMLAgent
 from packages.itbot.itbot import Signal, TradeType
 from packages.itbot.itbot.mt5_trader import MT5Trader
-from packages.itbot.itbot.MetaTrader5 import MetaTrader5 as mt5
 from packages.itbot.itbot.interfaces import TelegramInterface
+from packages.mt5any import MetaTrader5 as mt5
 from trade_flow.common.logging import Logger
 from dotenv import load_dotenv
 
@@ -64,11 +63,6 @@ def __init__(
         # Change signals_queue to hold only Signal objects
         self.signals_queue: asyncio.Queue[Signal] = asyncio.Queue()
 
-        # # Initialize aiodbm for storing signals persistently
-        # self.signals_db = aiodbm.open(
-        #     "signals.dbm", "c"
-        # )  # 'c' mode opens for read/write, creates if not exists
-
     def _validate_signal(self, signal: Signal) -> bool:
         """
         Validate the signal to ensure it meets the required criteria.

diff --git a/packages/itbot/itbot/MetaTrader5.py → packages/mt5any/MetaTrader5.py b/packages/itbot/itbot/MetaTrader5.py → packages/mt5any/MetaTrader5.py
diff --git a/packages/mt5any/__init__.py b/packages/mt5any/__init__.py
@@ -0,0 +1,7 @@
+"""
+Provides an API integration for Metatrader 5 with a Dockerized Terminal
+
+"""
+
+from .MetaTrader5 import *
+from .terminal import ContainerStatus, DockerizedMT5TerminalConfig, DockerizedMT5Terminal
diff --git a/packages/itbot/itbot/terminal.py → packages/mt5any/terminal.py b/packages/itbot/itbot/terminal.py → packages/mt5any/terminal.py
diff --git a/trade_flow/environments/__init__.py b/trade_flow/environments/__init__.py
@@ -12,3 +12,5 @@
 from trade_flow.environments import generic
 from trade_flow.environments import default
 from trade_flow.environments import utils
+from trade_flow.environments import gym_anytrading
+from trade_flow.environments import metatrader
diff --git a/trade_flow/environments/gym_anytrading/examples/SB3_a2c_ppo.ipynb b/trade_flow/environments/gym_anytrading/examples/SB3_a2c_ppo.ipynb
@@ -13,7 +13,16 @@
       "metadata": {
         "tags": []
       },
-      "outputs": [],
+      "outputs": [
+        {
+          "name": "stderr",
+          "output_type": "stream",
+          "text": [
+            "/home/fortesenselabs/Tech/labs/Financial_Eng/Financial_Markets/lab/trade_flow/trade_flow/feed/__init__.py:19: UserWarning: Could not infer format, so each element will be parsed individually, falling back to `dateutil`. To ensure parsing is consistent and as-expected, please specify a format.\n",
+            "  df = pd.read_csv(path, parse_dates=True, index_col=index_name)\n"
+          ]
+        }
+      ],
       "source": [
         "from tqdm import tqdm\n",
         "import random\n",
@@ -24,7 +33,6 @@
         "import matplotlib.pyplot as plt\n",
         "\n",
         "import gymnasium as gym\n",
-        "# import gym_anytrading\n",
         "from trade_flow.environments import gym_anytrading\n",
         "\n",
         "from stable_baselines3 import A2C, PPO\n",
@@ -208,7 +216,7 @@
           "name": "stderr",
           "output_type": "stream",
           "text": [
-            "Episode: 40, Avg. Reward: 284.550: 100%|██████████| 50/50 [00:02<00:00, 18.59it/s]\n",
+            "Episode: 40, Avg. Reward: 284.550: 100%|██████████| 50/50 [00:02<00:00, 18.20it/s]\n",
             "/home/fortesenselabs/anaconda3/envs/algo_trading/lib/python3.11/site-packages/torch/cuda/__init__.py:128: UserWarning: CUDA initialization: The NVIDIA driver on your system is too old (found version 11040). Please update your GPU driver by downloading and installing a new version from the URL: http://www.nvidia.com/Download/index.aspx Alternatively, go to: https://pytorch.org to install a PyTorch version that has been compiled with your version of the CUDA driver. (Triggered internally at ../c10/cuda/CUDAFunctions.cpp:108.)\n",
             "  return torch._C._cuda_getDeviceCount() > 0\n"
           ]
@@ -229,8 +237,8 @@
           "name": "stderr",
           "output_type": "stream",
           "text": [
-            "model.learn(): 100%|██████████| 25000/25000 [01:10<00:00, 353.41it/s]\n",
-            "Episode: 40, Avg. Reward: 572.746: 100%|██████████| 50/50 [01:48<00:00,  2.16s/it]\n"
+            "model.learn(): 100%|██████████| 25000/25000 [01:14<00:00, 334.51it/s]\n",
+            "Episode: 40, Avg. Reward: 572.746: 100%|██████████| 50/50 [02:10<00:00,  2.61s/it]\n"
           ]
         },
         {
@@ -249,8 +257,8 @@
           "name": "stderr",
           "output_type": "stream",
           "text": [
-            "model.learn(): 26600it [01:10, 377.94it/s]                           \n",
-            "Episode: 40, Avg. Reward: 629.892: 100%|██████████| 50/50 [01:32<00:00,  1.86s/it]"
+            "model.learn(): 26600it [01:29, 298.58it/s]                           \n",
+            "Episode: 40, Avg. Reward: 629.892: 100%|██████████| 50/50 [02:14<00:00,  2.70s/it]"
           ]
         },
         {
@@ -377,7 +385,8 @@
       "provenance": []
     },
     "kernelspec": {
-      "display_name": "Python 3",
+      "display_name": "algo_trading",
+      "language": "python",
       "name": "python3"
     },
     "language_info": {
@@ -390,7 +399,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.11.9"
+      "version": "3.11.10"
     }
   },
   "nbformat": 4,

diff --git a/trade_flow/environments/gym_mtsim/CITATION.cff b/trade_flow/environments/gym_mtsim/CITATION.cff
diff --git a/trade_flow/environments/gym_mtsim/__init__.py b/trade_flow/environments/gym_mtsim/__init__.py
diff --git a/trade_flow/environments/gym_mtsim/data/__init__.py b/trade_flow/environments/gym_mtsim/data/__init__.py
diff --git a/trade_flow/environments/gym_mtsim/data/symbols_crypto.pkl b/trade_flow/environments/gym_mtsim/data/symbols_crypto.pkl
diff --git a/trade_flow/environments/gym_mtsim/data/symbols_forex.pkl b/trade_flow/environments/gym_mtsim/data/symbols_forex.pkl
diff --git a/trade_flow/environments/gym_mtsim/data/symbols_mixed.pkl b/trade_flow/environments/gym_mtsim/data/symbols_mixed.pkl
diff --git a/trade_flow/environments/gym_mtsim/data/symbols_stocks.pkl b/trade_flow/environments/gym_mtsim/data/symbols_stocks.pkl
diff --git a/trade_flow/environments/gym_mtsim/envs/__init__.py b/trade_flow/environments/gym_mtsim/envs/__init__.py