def get_order_string(scrip, action, price, stoploss_buy, stoploss_sell):
outstring = ""
if (price == None):
return None
if action == "BUY":
trigger_price = float(utils.get_floating_value(price)) + float(0.10)
price = trigger_price
target = float(utils.get_floating_value(float(trigger_price) * float(config_dict['target_lock'])))
if (stoploss_buy == None):
stoploss = float(utils.get_floating_value(float(trigger_price) * float(config_dict['stoploss_lock'])))
else:
stoploss = float(utils.get_floating_value(float(price) - float(stoploss_buy)))
live_price = utils.get_floating_value(float(price) - float(float(price) * 0.001))
outstring = scrip + " " + action + " " + str(trigger_price) + " " + str(price) + " " + str(target) + " " + str(stoploss) + " " + str(live_price) + "\n"
if action == "SELL":
trigger_price = float(utils.get_floating_value(price)) - float(0.10)
price = trigger_price
target = float(utils.get_floating_value(float(trigger_price) * float(config_dict['target_lock'])))
if (stoploss_sell == None):
stoploss = float(utils.get_floating_value(float(trigger_price) * float(config_dict['stoploss_lock'])))
else:
stoploss = float(utils.get_floating_value(float(stoploss_sell) - float(price)))
live_price = utils.get_floating_value(float(price) + float(float(price) * 0.001))
outstring = scrip + " " + action + " " + str(trigger_price) + " " + str(price) + " " + str(target) + " " + str(stoploss) + " " + str(live_price) +"\n"
return outstring
def get_order_string(scrip, action, price):
outstring = ""
if action == "BUY":
trigger_price = float(utils.get_floating_value(price)) + float(0.10)
price = trigger_price
target = float(
utils.get_floating_value(
float(trigger_price) * float(config_dict['target_lock'])))
stoploss = float(
utils.get_floating_value(
float(trigger_price) * float(config_dict['stoploss_lock'])))
outstring = scrip + " " + action + " " + str(
trigger_price) + " " + str(price) + " " + str(target) + " " + str(
stoploss) + "\n"
if action == "SELL":
trigger_price = float(utils.get_floating_value(price)) - float(0.10)
price = trigger_price
target = float(
utils.get_floating_value(
float(trigger_price) * float(config_dict['target_lock'])))
stoploss = float(
utils.get_floating_value(
float(trigger_price) * float(config_dict['stoploss_lock'])))
outstring = scrip + " " + action + " " + str(
trigger_price) + " " + str(price) + " " + str(target) + " " + str(
stoploss) + "\n"
return outstring
def calculate_stats(scrip, buy, sell, ohlc):
outstring = scrip
if float(ohlc['high']) > float(buy):
diff_buy = float(
utils.get_floating_value(float(ohlc['high']) - float(buy)))
buy_percentage = float(
utils.get_floating_value(
float(float(diff_buy) * float(100)) / float(buy)))
diff_stoploss = float(
utils.get_floating_value(float(buy) - float(ohlc['low'])))
buy_stoploss_percentage = float(
utils.get_floating_value(
float(float(diff_stoploss) * float(100)) / float(buy)))
outstring = outstring + " Buy " + str(diff_buy) + " " + str(
buy_percentage) + " "
outstring = outstring + str(diff_stoploss) + " " + str(
buy_stoploss_percentage) + "\n"
print outstring
if float(ohlc['low']) < float(sell):
outstring = ""
outstring = scrip
diff_sell = float(
utils.get_floating_value(float(sell) - float(ohlc['low'])))
sell_percentage = float(
utils.get_floating_value(
float(float(diff_sell) * float(100)) / float(sell)))
diff_stoploss = float(
utils.get_floating_value(float(ohlc['high']) - float(sell)))
sell_stoploss_percentage = float(
utils.get_floating_value(
float(float(diff_stoploss) * float(100)) / float(sell)))
outstring = outstring + " Sell " + str(diff_sell) + " " + str(
sell_percentage) + " "
outstring = outstring + str(diff_stoploss) + " " + str(
sell_stoploss_percentage) + "\n"
print outstring
def get_overlapping_candle(fno):
global bullish_engulfing
global bearing_engulfing
global open_low, open_high, close_low, close_high
global bar, close_wicks
for each in fno:
# Green candle
# 0 - open lower than low of previous, close higher than high of previous
if float(fno[each]['open'][0]) <= float(fno[each]['low'][1]):
if float(fno[each]['close'][0]) >= float(fno[each]['high'][1]):
bullish_engulfing.append(each)
if float(fno[each]['open'][0]) >= float(fno[each]['high'][1]):
if float(fno[each]['close'][0]) <= float(fno[each]['low'][1]):
bearing_engulfing.append(each)
if float(fno[each]['open'][0]) == float(fno[each]['high'][0]):
low_wick = utils.get_floating_value(
float(fno[each]['low'][0]) * float(0.005))
if (float(fno[each]['close'][0]) -
float(fno[each]['low'][0])) <= float(low_wick):
open_high.append(each)
if float(fno[each]['open'][0]) == float(fno[each]['low'][0]):
high_wick = utils.get_floating_value(
float(fno[each]['high'][0]) * float(0.005))
if (float(fno[each]['high'][0]) -
float(fno[each]['close'][0])) <= float(high_wick):
open_low.append(each)
if float(fno[each]['open'][0]) > float(fno[each]['close'][0]):
low_wick = utils.get_floating_value(
float(fno[each]['low'][0]) * float(0.005))
if (float(fno[each]['close'][0]) -
float(fno[each]['low'][0])) <= float(low_wick):
close_wicks.append(each)
if float(fno[each]['open'][0]) < float(fno[each]['close'][0]):
high_wick = utils.get_floating_value(
float(fno[each]['high'][0]) * float(0.005))
if (float(fno[each]['high'][0]) -
float(fno[each]['close'][0])) <= float(high_wick):
close_wicks.append(each)
if float(fno[each]['close'][0]) == float(fno[each]['low'][0]):
close_low.append(each)
if float(fno[each]['close'][0]) == float(fno[each]['high'][0]):
close_high.append(each)
if float(fno[each]['open'][0]) == float(fno[each]['low'][0]):
if float(fno[each]['close'][0]) == float(fno[each]['high'][0]):
bar.append(each)
if float(fno[each]['open'][0]) == float(fno[each]['high'][0]):
if float(fno[each]['close'][0]) == float(fno[each]['low'][0]):
bar.append(each)
print "---------------------------------------------------------------------------"
print "Bar\n"
print bar
print "---------------------------------------------------------------------------"
print "Open high and close within 0.5%"
print open_high
print "---------------------------------------------------------------------------"
print "Open low and close within 0.5%"
print open_low
print "---------------------------------------------------------------------------"
print "Bullish Engulfing"
print bullish_engulfing
print "---------------------------------------------------------------------------"
print "Bearish Engulfing"
print bearing_engulfing
print "---------------------------------------------------------------------------"
print "close == low"
print close_low
print "---------------------------------------------------------------------------"
print "close == high"
print close_high
print "---------------------------------------------------------------------------"
print "Close near 0.5% wicks"
print close_wicks
print "---------------------------------------------------------------------------"
def main():
print "Executing CBO Algo for Equities"
print "-------------------------------"
global fno_dict
global base_dict
global config_dict
global orders
global sub_list
global fno_mapping
global order_dict
#TODO: Add argparser for validating input
if len(sys.argv) < NO_OF_PARAMS:
print "Invalid number of params"
return
# read config file
config_dict = utils.read_config_file()
# get list of fno
fno_dict = utils.get_fno_dict()
# get yesterdays high low
base_dict = get_yesterdays_fno_ohlc(sys.argv[1])
#simulate(sys.argv[2])
#open kite connection
if len(sys.argv) == int(NO_OF_PARAMS) + int(1):
request_token = sys.argv[2]
else:
request_token = None
#api_key, access_token, kite = kite_utils.kite_login(request_token)
# get instrument list
quote_list = []
data = kite.instruments("NFO")
for each in data:
if each['instrument_type'] != 'FUT':
continue
if config_dict['contract_str'] not in each['tradingsymbol']:
continue
entry = "NFO:" + str(each['tradingsymbol'])
quote_list.append(entry)
sub_list.append(int(each['instrument_token']))
fno_mapping[int(each['instrument_token'])] = str(each['tradingsymbol'])
print "=============================="
print fno_mapping
print "=============================="
# open file to write buy/sell orders
fp = open(config_dict['cbo_fno_seed_file'], "w")
count = int(0)
quotes = kite.quote(quote_list)
for each in quotes:
scrip = each.split(":")[1].strip("\n")
m = re.search("\d", scrip)
if m:
scrip = scrip[:m.start()]
if float(quotes[each]["ohlc"]["open"]) < float(
config_dict['start_price']):
continue
if float(quotes[each]["ohlc"]["open"]) > float(
config_dict['end_price']):
continue
count = int(count) + int(1)
if scrip in base_dict:
scrip_fno = scrip + "18MARFUT"
print scrip_fno
buy, sell = generate_orders(scrip, base_dict[scrip],
quotes[each]['ohlc']['open'])
if (buy != None):
buy_dict = {}
each = buy.split(" ")
buy_dict['price'] = each[2]
buy_dict['target'] = float(
utils.get_floating_value(float(each[2]) + float(each[4])))
buy_dict['stoploss'] = float(
utils.get_floating_value(float(each[2]) - float(each[5])))
buy_dict['trade_active'] = False
order_dict[scrip_fno] = {}
order_dict[scrip_fno]['buy'] = buy_dict
fp.write(buy)
if (sell != None):
sell_dict = {}
each = sell.split(" ")
sell_dict['price'] = each[2]
sell_dict['target'] = float(
utils.get_floating_value(float(each[2]) - float(each[4])))
sell_dict['stoploss'] = float(
utils.get_floating_value(float(each[2]) + float(each[5])))
sell_dict['trade_active'] = False
order_dict[scrip_fno]['sell'] = sell_dict
fp.write(sell)
fp.close()
print "-------------------------------------------------------"
print order_dict
print "-------------------------------------------------------"
kws = KiteTicker(api_key, access_token, debug=False)
kws.on_ticks = on_ticks
kws.on_connect = on_connect
kws.on_close = on_close
kws.on_error = on_error
kws.on_noreconnect = on_noreconnect
kws.on_reconnect = on_reconnect
kws.on_order_update = on_order_update
kws.connect()