Add multi-symbol handling and prevent day trading

check-day-trades/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2024 Kyle Chengqiang Lin
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

check-day-trades/README.md

@@ -0,0 +1,14 @@
+## Instructions
+input the path to your .csv file for your trades (ex: "C:\Users\NAME\Desktop\PROJECT\logs\MLTrader_2024-07-13_00-29-55_trades.csv") with columns named symbol, time, and side (side indicates 'buy' or 'side')
+
+Run the program with "python check-day-trades\check_day_trades"
+
+if there are no day trades you should get an output like:
+
+Empty DataFrame
+Columns: [symbol, date, day_trade]
+Index: []
+
+## License
+
+"check_day_trades" is licensed under the MIT License - see the LICENSE file for details.

check-day-trades/check_day_trades

@@ -0,0 +1,58 @@
+# MIT License
+# 
+# Copyright (c) 2024 Kyle Chengqiang Lin
+# 
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+# 
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+# 
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+import pandas as pd
+
+# Use raw string notation to avoid issues with backslashes
+file_path = r'C:\Users\cheng\Desktop\MLTradingBot\logs\MLTrader_2024-08-05_00-14-22_trades.csv'
+trades_df = pd.read_csv(file_path)
+
+# Convert the 'time' column to datetime format with UTC handling
+trades_df['time'] = pd.to_datetime(trades_df['time'], utc=True, errors='coerce')
+
+# Inspect rows where 'time' conversion failed
+failed_conversion = trades_df[trades_df['time'].isna()]
+if not failed_conversion.empty:
+    print("Rows with failed time conversion:")
+    print(failed_conversion)
+
+# Remove rows where 'time' conversion failed
+trades_df = trades_df.dropna(subset=['time'])
+
+# Extract the date from the 'time' column
+trades_df['date'] = trades_df['time'].dt.date
+
+# Function to check for day trades
+def check_day_trades(group):
+    has_buy = any(group['side'] == 'buy')
+    has_sell = any(group['side'] == 'sell')
+    return pd.Series({'day_trade': has_buy and has_sell})
+
+# Group by symbol and date to find matching buy and sell trades on the same day
+day_trades = trades_df.groupby(['symbol', 'date']).apply(check_day_trades).reset_index()
+
+# Filter for day trades
+day_trades = day_trades[day_trades['day_trade']]
+
+# Display the day trades
+print(day_trades)
+