iEdZddlZddlmZmZddlmZmZddlm Z ddl m Z ddl m Z erddlmZej eZGd d eZGd d eZGd deZGddeZGddeZeddeddededdeeddeddedded d!ed!d"ed#d$d% Zd&ed'efd(Zy))a Common order templates for simplified trading strategies. Author: SDK v3.0.0 Date: 2025-08-04 Overview: Provides pre-configured order templates for common trading scenarios, making it easy to implement standard trading patterns without complex order configuration logic. Key Features: - Pre-configured risk/reward ratios - ATR-based dynamic stop losses - Breakout order templates - Scalping configurations - Position sizing helpers - Risk management integration Example Usage: ```python # Use a template for 2:1 risk/reward template = RiskRewardTemplate(risk_reward_ratio=2.0) order = await template.create_order( suite, side=OrderSide.BUY, risk_amount=100, # Risk $100 ) # ATR-based stops atr_template = ATRStopTemplate(atr_multiplier=2.0) order = await atr_template.create_order(suite, side=OrderSide.BUY, size=1) ``` N)ABCabstractmethod) TYPE_CHECKINGAny)ATR)BracketOrderResponse)OrderChainBuilder) TradingSuitec @eZdZdZe d dddededzdedef d Zy) OrderTemplatezBase class for order templates.Nsuiter sidesizekwargsreturnc Kyw)z$Create an order using this template.N)selfr rrrs U/home/work/apex_v16/venv/lib/python3.12/site-packages/project_x_py/order_templates.py create_orderzOrderTemplate.create_order5ss)N) __name__ __module__ __qualname____doc__rintrrrrrr r 2sP)  333Dj 3  3  33rr cveZdZdZ ddededzdefdZ dddd ed edzd edzd edzd edede fdZ y)RiskRewardTemplatez Template for orders with fixed risk/reward ratios. Creates bracket orders with stop loss and take profit levels based on a specified risk/reward ratio. Nrisk_reward_ratio stop_distanceuse_limit_entryc.||_||_||_y)a Initialize risk/reward template. Args: risk_reward_ratio: Ratio of potential profit to risk (e.g., 2.0 = 2:1) stop_distance: Fixed stop distance in points (optional) use_limit_entry: Use limit orders for entry (vs market) N)rr r!)rrr r!s r__init__zRiskRewardTemplate.__init__Hs"3*.rr r rr risk_amount risk_percent entry_offsetrrc K|jjd{}|s td|jr|dk(r||z } n||z} n|} |jr |j} n |r|dznd} ||r.|j } | r | j nd} t|| | zz }nv|ri|jj} | s tdt| j|z}|j } | r | j nd} t|| | zz }n tdt|}| td |jr|j|| | n|j|| | |jz}|j!| |j#| |j%d{}|j&rBt(j+d |jd| dd|j,dd|j.d|S77Ww)a Create an order with fixed risk/reward ratio. Args: suite: TradingSuite instance side: Order side (0=BUY, 1=SELL) size: Order size (calculated from risk if not provided) risk_amount: Dollar amount to risk risk_percent: Percentage of account to risk entry_offset: Offset from current price for limit entry Returns: BracketOrderResponse with order details NCannot get current pricerg{Gz?gg?z No account information availablez/Must provide size, risk_amount, or risk_percentSize is requiredrpricerrroffsetzCreated z:1 R/R order - Entry: $.2fz , Stop: $z , Target: $)dataget_current_price ValueErrorr!r instrument tickValuerclient account_infofloatbalancer limit_order market_orderrwith_stop_losswith_take_profitexecutesuccessloggerinfostop_loss_pricetake_profit_price)rr rrr$r%r&r current_price entry_price stop_distr3 tick_valueaccountbuilder target_distresults rrzRiskRewardTemplate.create_orderZs"2$jj::<< 78 8   qy+l: +l: 'K   **I1> ,3I <#-- 5?Z11S ;)j*@AB,,33$%GHH#GOO4|C "-- 5?Z11S ;)j*@AB !RSS$E* </0 0      T4  H  d 6 $"8"88 i0   4(( >> KK41123&s+9V5K5KC4PQ"44S9;   I=v)s#HHF H-H.AHH)@NT)NNNr rrrrr7boolr#rrrrrrrrr@s$'&* $ / /t|/ /, $(%)]]]Dj ] T\ ] dl ]]] ]rrcdeZdZdZ ddedededefdZ ddd d ed edzd ed ede de fdZ y)ATRStopTemplatez Template for orders with ATR-based stop losses. Uses Average True Range to dynamically set stop distances based on current market volatility. atr_multiplier atr_periodtarget_multiplier timeframec<||_||_||_||_y)a3 Initialize ATR-based template. Args: atr_multiplier: Multiplier for ATR to set stop distance atr_period: Period for ATR calculation target_multiplier: Multiplier for target (relative to stop) timeframe: Timeframe for ATR calculation N)rPrQrRrS)rrPrQrRrSs rr#zATRStopTemplate.__init__s" -$!2"rNr r rrr!r&rrc PK|jj|j|jdzd{}|t ||jkr t d|j t|j}t|d|jd} |jjd{} | s t d| |jz} | |jz} tjd | d d | d d | d t|} | t d |r%|dk(r| |z }n| |z}| j|||n| j!||| j#| | j%| | j'd{S7e77 w)az Create an order with ATR-based stops. Args: suite: TradingSuite instance side: Order side (0=BUY, 1=SELL) size: Order size use_limit_entry: Use limit order for entry entry_offset: Offset from current price for limit entry Returns: BracketOrderResponse with order details )barsNz%Insufficient data for ATR calculation)periodatr_r(zATR-based order: ATR=r/z, Stop distance=z, Target distance=r)rr*r,r-)r0get_datarSrQlenr2piperr7r1rPrRr?r@r r9r:r;r<r=)rr rrr!r&rr0 data_with_atr current_atrrCr target_distancerHrDs rrzATRStopTemplate.create_orders.ZZ((dooPQ>Q(RR <3t9t6DE E #doo > MD0A*BCBGH $jj::<< 78 8$d&9&99 '$*@*@@ #K#45*3/0.s3 5 $E* </0 0 qy+l: +l:   T4  H  d 6m4   8__&&&SS=@'s58F&FBF&F"CF&F$F&"F&$F&)rK@5min)NFr) rrrrr7rstrr#rMrrrrrrrOrOs!$#& ###! #  #2 % @'@'@'Dj @'  @'  @'@' @'rrOcpeZdZdZ ddededefdZ dddd ed edzd edzd edzd edede fdZ y)BreakoutTemplatez Template for breakout orders. Places stop orders above/below key levels with automatic stop loss and take profit based on the breakout range. breakout_offset stop_at_leveltarget_range_multiplierc.||_||_||_y)a Initialize breakout template. Args: breakout_offset: Points above/below level to place stop order stop_at_level: Place stop loss at the breakout level target_range_multiplier: Target distance as multiple of range N)rgrhri)rrgrhris rr#zBreakoutTemplate.__init__"s /*'>$rNr r rrbreakout_level range_size lookback_barsrrc K|H|jj|dd{}|s td|dk(r|dn|d}||d}|dk(rB||jz} | td |jr|n||z } | ||j zz} nA||jz } | td |jr|n||z} | ||j zz } t jd |d d | d d | d d| d | tdt|j|| |j| j| } | jd{S777w)a Create a breakout order. Args: suite: TradingSuite instance side: Order side (0=BUY for upside breakout, 1=SELL for downside) size: Order size breakout_level: Specific level to break (auto-detected if None) range_size: Size of the range (auto-calculated if None) lookback_bars: Bars to look back for range calculation Returns: BracketOrderResponse with order details Nrc)rWrSzCannot calculate price rangerhighlowrangezRange size is requiredzBreakout order: Level=r/z, Entry=z, Stop=z , Target=r)r*)r+) r0get_price_ranger2rgrhrir?r@r stop_orderr;r<r=) rr rrrkrlrmr range_statsrD stop_price target_pricerHs rrzBreakoutTemplate.create_order4s2  ! % : :"f!;!K !?@@(,qy F#k%6H !(1  19(4+?+??K! !9::"&"4"4.::U '*t7S7S*STL(4+?+??K! !9::"&"4"4.::U '*t7S7S*STL $^C$89 %WZ,<="3' )  </0 0 e $ ZT4Z @ ^*^ -  L  1 __&&&a`'s"#E!ED1E!EE!E!)rKT?)NNNrLrrrrfrfs"%"), ???"' ?, '+#'J'J'J'Dj J'  J' DL J'J'J' J'rrfc ^eZdZdZ ddedededefdZ ddd d ed edzd ed edef dZ y)ScalpingTemplatez Template for quick scalping trades. Optimized for fast entry/exit with tight stops and quick profit targets. stop_ticks target_ticksuse_market_entrymax_spread_ticksc<||_||_||_||_y)a& Initialize scalping template. Args: stop_ticks: Stop loss distance in ticks target_ticks: Take profit distance in ticks use_market_entry: Use market orders for quick entry max_spread_ticks: Maximum spread to allow entry N)r{r|r}r~)rr{r|r}r~s rr#zScalpingTemplate.__init__s# %( 0 0rNr r rr check_spreadrrcjK|j}|s td|j}|rot|drc|jrW|j}|j d{} | 1| |z } | |j kDrtd| dd|j d|j|z} |j|z} t|} | td|jr| j|| nC|jjd{}|s td | j||| | j| | j!| | j#d{}|j$r0t&j)d |jd|jd|S7K77Gw)a. Create a scalping order. Args: suite: TradingSuite instance side: Order side (0=BUY, 1=SELL) size: Order size check_spread: Check bid/ask spread before entry Returns: BracketOrderResponse with order details zCannot get instrument details orderbookNzSpread too wide: z.1fz ticks (max: )r)r,r(r*r-zScalp order placed: z tick stop, z tick target)r3r2tickSizehasattrrget_bid_ask_spreadr~r{r|r r}r:r0r1r9r;r<r=r>r?r@)rr rrrrr3 tick_sizerspread spread_ticksr r`rHrCrJs rrzScalpingTemplate.create_orders,%% <= =''  GE;7EOOI$7799F!% 1 $"7"77$+L+=>!!%!6!6 7q: )3 ++i7$E* </0 0   d 6#(**">">"@@M  !;<<   TT  Jm4   8(( >> KK&t&7|$$%\3   Q:0A)s9AF3!F,"B*F3 F/ AF3)F1*AF3/F31F3)T)NT) rrrrrrMr#rrrrrrrzrzs!% ! 111 1  12 ! GGGDj G  G  G GrrzrwT)rr!rK)rPrR)rrbFg@g@ )r{r|rrr ) conservative_rrconservative_atr standard_rr standard_atrstandard_breakout aggressive_rraggressive_atraggressive_scalp tight_scalp normal_scalp wide_scalpnamerc |tvr2td|ddjtjt|S)a Get a pre-configured order template by name. Available templates: - conservative_rr: 1.5:1 risk/reward with limit entry - conservative_atr: 1.5x ATR stop, 2x target - standard_rr: 2:1 risk/reward - standard_atr: 2x ATR stop, 3x target - standard_breakout: Breakout with stop at level - aggressive_rr: 3:1 risk/reward with market entry - aggressive_atr: 2.5x ATR stop, 4x target - aggressive_scalp: 3 tick stop, 9 tick target - tight_scalp: 2 tick stop, 4 tick target - normal_scalp: 4 tick stop, 8 tick target - wide_scalp: 6 tick stop, 12 tick target Args: name: Template name Returns: OrderTemplate instance Example: ```python template = get_template("standard_rr") order = await template.create_order(suite, side=0, risk_amount=100) ``` zUnknown template: z . Available: z, ) TEMPLATESr2joinkeys)rs r get_templatersF: 9 mDIIinn>N4O3P Q   T?r)rloggingabcrrtypingrrproject_x_py.indicatorsrproject_x_py.modelsrproject_x_py.order_trackerr project_x_py.trading_suiter getLoggerrr?r rrOrfrzrrdrrrrrs!F#%'487   8 $ 3C 3wwt]'m]'@d'}d'Nd}dT*CQUV'scR%<#3#N)+'#uU%SCP(AAF#qqA$B"abA  &!s!}!r