def generateTrade(self, tradingSymbol, direction, high, low):
trade = Trade(tradingSymbol)
trade.strategy = self.getName()
trade.isFutures = True
trade.direction = direction
trade.productType = self.productType
trade.placeMarketOrder = True
trade.requestedEntry = high if direction == Direction.LONG else low
trade.timestamp = Utils.getEpoch(
self.startTimestamp) # setting this to strategy timestamp
# Calculate lots
numLots = self.calculateLotsPerTrade()
isd = Instruments.getInstrumentDataBySymbol(
tradingSymbol) # Get instrument data to know qty per lot
trade.qty = isd['lot_size']
trade.stopLoss = low if direction == Direction.LONG else high
slDiff = high - low
# target is 1.5 times of SL
if direction == 'LONG':
trade.target = Utils.roundToNSEPrice(trade.requestedEntry +
1.5 * slDiff)
else:
trade.target = Utils.roundToNSEPrice(trade.requestedEntry -
1.5 * slDiff)
trade.intradaySquareOffTimestamp = Utils.getEpoch(
self.squareOffTimestamp)
# Hand over the trade to TradeManager
TradeManager.addNewTrade(trade)
def generateTrade(self, optionSymbol, numLots, lastTradedPrice,
counterPosition):
trade = Trade(optionSymbol)
trade.strategy = self.getName()
trade.isOptions = True
trade.direction = Direction.SHORT # Always short here as option selling only
trade.productType = self.productType
trade.placeMarketOrder = True
trade.requestedEntry = lastTradedPrice
trade.timestamp = Utils.getEpoch(
self.startTimestamp) # setting this to strategy timestamp
trade.slPercentage = 25
trade.moveToCost = True
trade.counterPosition = counterPosition
isd = Instruments.getInstrumentDataBySymbol(
optionSymbol) # Get instrument data to know qty per lot
trade.qty = isd['lot_size'] * numLots
trade.stopLoss = Utils.roundToNSEPrice(trade.requestedEntry +
trade.requestedEntry *
self.slPercentage / 100)
trade.target = 0 # setting to 0 as no target is applicable for this trade
trade.intradaySquareOffTimestamp = Utils.getEpoch(
self.squareOffTimestamp)
# Hand over the trade to TradeManager
TradeManager.addNewTrade(trade)
def unregisterSymbols(self, symbols):
tokens = []
for symbol in symbols:
isd = Instruments.getInstrumentDataBySymbol(symbol)
token = isd['instrument_token']
logging.info('ZerodhaTicker unregisterSymbols: %s token = %s', symbol, token)
tokens.append(token)
logging.info('ZerodhaTicker Unsubscribing tokens %s', tokens)
self.ticker.unsubscribe(tokens)