Final code versions from Session 3.

Author: yves

03_session/deploy.sh

@@ -0,0 +1,45 @@
+#!/usr/bin/env bash
+set -euo pipefail
+
+# deploy.sh: local deploy or remote install helper
+if [[ "${1-}" == "--remote" ]]; then
+    # remote installation steps
+    echo "=== Remote setup on $(hostname) ==="
+    # ensure we run inside the deployment folder
+    SCRIPT_DIR=$(dirname "$(readlink -f "$0")")
+    cd "$SCRIPT_DIR"
+    sudo apt-get update
+    sudo apt-get install -y python3 python3-venv python3-pip git
+    python3 -m venv venv
+    source venv/bin/activate
+    pip install --upgrade pip
+    pip install pandas numpy python-dateutil v20
+    pip install git+https://github.com/yhilpisch/tpqoa.git
+    echo "Remote setup complete."
+    exit 0
+fi
+
+if [[ $# -lt 1 ]]; then
+    echo "Usage: $0 user@host"
+    exit 1
+fi
+
+SERVER=$1
+REMOTE_DIR=~/mr_trading
+echo "Copying scripts and credentials to $SERVER:$REMOTE_DIR ..."
+ssh "$SERVER" "mkdir -p $REMOTE_DIR"
+scp \
+    mr_trading.py tpqoa.py oanda.cfg oanda_instruments.json deploy.sh \
+    "$SERVER":$REMOTE_DIR/
+
+echo "Running remote setup..."
+ssh "$SERVER" "bash $REMOTE_DIR/deploy.sh --remote"
+
+read -p "Start live trading on $SERVER now? [y/N] " resp
+if [[ "$resp" =~ ^[Yy] ]]; then
+    ssh "$SERVER" "cd $REMOTE_DIR && source venv/bin/activate && python mr_trading.py --config oanda.cfg --instrument DE30_EUR"
+else
+    echo "To start later on $SERVER, run:"
+    echo "  ssh $SERVER"
+    echo "  cd $REMOTE_DIR && source venv/bin/activate && python mr_trading.py --config oanda.cfg --instrument DE30_EUR"
+fi

03_session/mr_trading.py

@@ -8,12 +8,20 @@
 """
 
 import argparse
+import logging
 
 import numpy as np
 import pandas as pd
 
 from tpqoa import tpqoa
 
+# Set up simple trade logging
+logging.basicConfig(
+    filename='trade.log',
+    level=logging.INFO,
+    format='%(asctime)s - %(levelname)s - %(message)s'
+)
+
 
 def main():
     p = argparse.ArgumentParser(description='Live MR trading (3s bars)')
@@ -80,19 +88,23 @@ def on_tick(inst, t, bid, ask):
                         api.create_order(args.instrument, 1)
                         position = 1
                         print(f"{last.name} LONG @ {price:.2f}")
+                        logging.info(f"ENTRY LONG time={last.name} price={price:.2f}")
                     elif price > last['ub'] and last['rsi'] > 70:
                         api.create_order(args.instrument, -1)
                         position = -1
                         print(f"{last.name} SHORT @ {price:.2f}")
+                        logging.info(f"ENTRY SHORT time={last.name} price={price:.2f}")
                 # exit logic: simple mean reversion to middle band
                 elif position == 1 and price >= last['mb']:
                     api.create_order(args.instrument, -1)
                     position = 0
                     print(f"{last.name} EXIT LONG @ {price:.2f}")
+                    logging.info(f"EXIT LONG time={last.name} price={price:.2f}")
                 elif position == -1 and price <= last['mb']:
                     api.create_order(args.instrument, 1)
                     position = 0
                     print(f"{last.name} EXIT SHORT @ {price:.2f}")
+                    logging.info(f"EXIT SHORT time={last.name} price={price:.2f}")
 
     # start streaming ticks
     print("Collecting 3-second bars...", end='\n')