progress. not ready, changing live_strategy.py to use ExchangeInstrument and new TradingInstruction class

lib/pt_strategy/trading_pair.py

@@ -18,6 +18,20 @@ class PairState(Enum):
     CLOSE_STOP_LOSS = 5
     CLOSE_STOP_PROFIT = 6
 
+
+def get_symbol(instrument: Dict[str, str]) -> str:
+    if "symbol" in instrument:
+        return instrument["symbol"]
+    elif "instrument_id" in instrument:
+        instrument_id = instrument["instrument_id"]
+        instrument_pfx = instrument_id[:instrument_id.find("-") + 1]
+        symbol = instrument_id[len(instrument_pfx):]
+        instrument["symbol"] = symbol
+        instrument["instrument_id_pfx"] = instrument_pfx
+        return symbol
+    else:
+        raise ValueError(f"Invalid instrument: {instrument}, missing symbol or instrument_id")
+
 class TradingPair:
     config_: Dict[str, Any]
     market_data_: pd.DataFrame
@@ -42,14 +56,32 @@ class TradingPair:
         
         self.config_ = config
         self.instruments_ = instruments
-        self.symbol_a_ = instruments[0]["symbol"]
-        self.symbol_b_ = instruments[1]["symbol"]
+        self.symbol_a_ = get_symbol(instruments[0])
+        self.symbol_b_ = get_symbol(instruments[1])
         self.model_ = PairsTradingModel.create(config)
         self.stat_model_price_ = config["stat_model_price"]
         self.user_data_ = {
             "state": PairState.INITIAL,
         }
 
+    def __repr__(self) -> str:
+        return (
+            f"{self.__class__.__name__}:"
+            f" symbol_a={self.symbol_a_},"
+            f" symbol_b={self.symbol_b_},"
+            f" model={self.model_.__class__.__name__}"
+        )
+    
+    def is_closed(self) -> bool:
+        return self.user_data_["state"] in [
+            PairState.CLOSE,
+            PairState.CLOSE_POSITION,
+            PairState.CLOSE_STOP_LOSS,
+            PairState.CLOSE_STOP_PROFIT,
+        ]
+    def is_open(self) -> bool:
+        return self.user_data_["state"] == PairState.OPEN
+    
     def colnames(self) -> List[str]:
         return [
             f"{self.stat_model_price_}_{self.symbol_a_}",