def process_positions(self, notification_callback=None):
"""
Processes the positions to identify Profit/Loss
"""
notification_callback.emit("Processing profits")
for s, p in self.app.openPositions.items():
if 'Value' in p.keys():
if p["Value"] != 0:
notification_callback.emit("Processing " + s)
profit = p["UnrealizedPnL"] / p["Value"] * 100
notification_callback.emit("The profit for " + s + " is " + str(profit) + " %")
if profit > float(self.settings.PROFIT):
orders = self.app.openOrders
if s in orders:
notification_callback.emit("Order for " + s + "already exist- skipping")
elif int(p["stocks"]) < 0:
notification_callback.emit(
"The " + s + " is SHORT position number of stocks is negative: " + p["stocks"])
else:
notification_callback.emit("Profit for: " + s + " is " + str(profit) +
"Creating a trailing Stop Order to take a Profit")
contract = createContract(s)
order = createTrailingStopOrder(p["stocks"], self.settings.TRAIL)
if self.app.tradesRemaining > 0 or self.app.tradesRemaining == -1:
self.app.placeOrder(self.app.nextorderId, contract, order)
self.app.nextorderId = self.app.nextorderId + 1
notification_callback.emit("Created a Trailing Stop order for " + s + " at level of " +
str(self.settings.TRAIL) + "%")
self.log_decision("LOG/profits.txt",
"Created a Trailing Stop order for " + s + " at level of " + self.settings.TRAIL + "%"+" The profit was:"+str(profit))
else:
notification_callback.emit(
"NO TRADES remain -Skept creation of Trailing Stop order for " + s + " at level of " +
str(self.settings.TRAIL) + "%")
self.log_decision("LOG/missed.txt",
" Skept :Created a Trailing Stop order for " + s + " at level of " + self.settings.TRAIL + "%")
elif profit < float(self.settings.LOSS):
orders = self.app.openOrders
if s in orders:
notification_callback.emit("Order for " + s + "already exist- skipping")
else:
notification_callback.emit("loss for: " + s + " is " + str(profit) +
"Creating a Market Sell Order to minimize the Loss")
contract = createContract(s)
order = createMktSellOrder(p['stocks'])
if self.app.tradesRemaining > 0 or self.app.tradesRemaining == -1:
self.app.placeOrder(self.app.nextorderId, contract, order)
self.app.nextorderId = self.app.nextorderId + 1
notification_callback.emit("Created a Market Sell order for " + s)
self.log_decision("LOG/loses.txt", "Created a Market Sell order for " + s+" The profit was:"+str(profit))
else:
notification_callback.emit(
"NO TRADES remain -Skept:Created a Market Sell (Stoploss) order for " + s)
self.log_decision("LOG/missed.txt", "Skept: Created a Market Sell order for " + s)
else:
notification_callback.emit("Position " + s + " skept its Value is 0")
else:
notification_callback.emit("Position " + s + " skept it has no Value")
def buy_the_stock(self, price, s, notification_callback=None):
"""
Creates order to buy a stock at specific price
:param price: price to buy at limit
:param s: Stocks to buy
"""
if self.settings.ALLOWBUY==True:
contract = createContract(s)
stocksToBuy = int(int(self.settings.BULCKAMOUNT) / price)
if stocksToBuy > 0: # very important - check for available trades everywhere!!!
order = create_limit_buy_order(stocksToBuy, price)
self.app.placeOrder(self.app.nextorderId, contract, order)
self.app.nextorderId = self.app.nextorderId + 1
notification_callback.emit(
"Issued the BUY order at " + str(price) + "for " + str(stocksToBuy) + " Stocks of " + s)
self.log_decision("LOG/buys.txt",
"Issued the BUY order at " + str(price) + "for " + str(stocksToBuy) + " Stocks of " + s)
else:
notification_callback.emit("The single stock is too expensive - skipping")
else:
notification_callback.emit("Buying is not allowed in Settings - skipping the buying order")
def request_ticker_data(self, ticker: str):
# todo implement ticker data functionality
contract = createContract(ticker)
id = self.app.nextorderId
self.app.contract_processing = True
self.app.reqContractDetails(self.app.nextorderId, contract)
self.app.nextorderId = self.app.nextorderId + 1
while self.app.contract_processing:
time.sleep(0.1)
cd = self.app.contractDetailsList[id]
i = 5
return cd
def evaluate_and_track_candidates(self, notification_callback=None):
"""
Starts tracking the Candidates and adds the statistics
"""
time.sleep(1)
stock_names = [o.ticker for o in self.settings.CANDIDATES]
notification_callback.emit("Starting to track " + ','.join(stock_names) + " Candidates")
# starting querry
trackedStockN = 1
for s in self.settings.CANDIDATES:
id = self.app.nextorderId
notification_callback.emit(
"starting to track: " + str(trackedStockN) + " of " + str(
len(self.settings.CANDIDATES)) + " " + s.ticker +
" traking with Id:" +
str(id))
c = createContract(s.ticker)
self.app.candidatesLive[id] = {"Stock": s.ticker,
"Close": "-",
"Open": "-",
"Bid": "-",
"Ask": "-",
"averagePriceDropP": "-",
"averagePriceSpreadP": "-",
"tipranksRank": "-",
"LastUpdate": "-"}
self.app.reqMarketDataType(1)
self.app.reqMktData(id, c, '', False, False, [])
self.app.nextorderId += 1
trackedStockN += 1
have_empty = True
counter = 0
while have_empty:
time.sleep(1)
notification_callback.emit("Waiting for last requested candidate Close price :" + str(counter))
closings = [str(x['Close']) for x in self.app.candidatesLive.values()]
if '-' in closings:
have_empty = True
else:
have_empty = False
counter += 1
self.add_market_data_to_live_candidates(notification_callback)
notification_callback.emit(str(len(self.app.candidatesLive)) + " Candidates evaluated and started to track")
def check_if_holiday(self):
id = self.app.nextorderId
first = next(iter(self.settings.CANDIDATES))
c = createContract(first.ticker)
self.app.reqContractDetails(id, c)
while (self.app.trading_hours_received != True):
print("waiting to get trading session status info")
time.sleep(1)
session_info_to_parse = self.app.trading_session
today_string = session_info_to_parse.split(";")[0]
if 'CLOSED' in today_string:
self.trading_session_holiday = True
else:
self.trading_session_holiday = False
self.app.nextorderId += 1
def check_if_holiday(self):
id = self.app.nextorderId
c = createContract(
'AAPL') # checked always with AAPL - can be no candidates
self.app.reqContractDetails(id, c)
while (self.app.trading_hours_received != True):
time.sleep(1)
session_info_to_parse = self.app.trading_session
today_string = session_info_to_parse.split(";")[0]
if 'CLOSED' in today_string:
self.trading_session_holiday = True
self.app.trading_session_state = "Closed"
else:
self.trading_session_holiday = False
self.check_session_state()
self.app.nextorderId += 1
def close_all_positions_cycle(self):
try:
connected = self.connect_to_tws()
if connected:
print("Preparing to close all open positions")
self.check_if_holiday()
self.update_open_positions()
self.app.reqGlobalCancel()
if self.trading_session_state == "Open":
for s, p in self.app.openPositions.items():
if 'Value' in p.keys():
if p["Value"] != 0:
print("Closing " + s)
contract = createContract(s)
order = createMktSellOrder(p['stocks'])
self.app.placeOrder(self.app.nextorderId,
contract, order)
self.app.nextorderId = self.app.nextorderId + 1
print("Created a Market Sell order for " + s)
else:
print("Position " + s +
" skept its Value is 0")
else:
print("Position " + s + " skept it has no Value")
return True
else:
print(
'All positions closed was not done - session is Closed'
)
else:
print("Could not connect to TWS ....processing skept..")
return False
except Exception as e:
self.app.disconnect()
self.app.reset()
if hasattr(e, 'message'):
print("Error in closing all positions : " + str(e.message))
else:
print("Error in closing all positions : " + str(e))
def update_open_positions(self, notification_callback=None):
"""
updating all openPositions, refreshed on each worker- to include changes from new positions after BUY
"""
# update positions from IBKR
notification_callback.emit("Updating open Positions:")
print("Request all positions general info")
self.app.openPositionsLiveDataRequests = {
} # reset requests dictionary as positions could be changed...
self.app.openPositions = {} # reset open positions
self.app.finishedPostitionsGeneral = False # flag to ensure all positions received
self.app.reqPositions() # requesting open positions
while (self.app.finishedPostitionsGeneral != True):
print("waiting to get all general positions info")
time.sleep(1)
for s, p in self.app.openPositions.items(
): # start tracking one by one
if s not in self.app.openPositionsLiveDataRequests.values():
id = self.app.nextorderId
self.app.openPositions[s]["tracking_id"] = id
self.app.openPositionsLiveDataRequests[id] = s
self.app.reqPnLSingle(id, self.settings.ACCOUNT, "",
p["conId"])
notification_callback.emit("Started tracking " + s +
" position PnL")
self.app.nextorderId += 1
# validate all values received
have_empty = True
counter = 0
while have_empty:
time.sleep(1)
have_empty = False
notification_callback.emit(
"Waiting to receive Value for all positions " + str(counter))
for c, v in self.app.openPositions.items():
if 'Value' not in v.keys():
have_empty = True
print("The Value for " + c + " is still empty")
else:
print("The Value for " + c + " is :" + str(v["Value"]))
counter += 1
for s, p in self.app.openPositions.items(): # requesting history
id = self.app.nextorderId
queryTime = datetime.today().strftime("%Y%m%d %H:%M:%S")
contract = createContract(s)
notification_callback.emit("Requesting History for " + s +
" position for last 1 hour BID price")
# self.app.reqHistoricalData(id, contract, "", "3600 S", "1 min", "BID", 0, 1, False, [])
self.app.reqHistoricalData(id, contract, "", "1 D", "1 hour",
"BID", 0, 1, False, [])
self.app.openPositionsLiveHistoryRequests[id] = s
self.app.nextorderId += 1
# validate all positions have history
have_empty = True
while have_empty:
time.sleep(1)
have_empty = False
notification_callback.emit(
"Waiting to receive Hisory for all positions ")
for c, v in self.app.openPositions.items():
if len(v["HistoricalData"]) == 0:
have_empty = True
notification_callback.emit(
str(len(self.app.openPositions)) +
" open positions completely updated")
def process_positions(self):
"""
Processes the positions to identify Profit/Loss
"""
print("Processing profits")
for s, p in self.app.openPositions.items():
if 'Value' in p.keys():
if p["Value"] != 0:
print("Processing " + s)
profit = p["UnrealizedPnL"] / p["Value"] * 100
print("The profit for " + s + " is " + str(profit) + " %")
if profit > float(self.settings.PROFIT):
orders = self.app.openOrders
if s in orders:
print("Order for " + s + "already exist- skipping")
elif int(p["stocks"]) < 0:
print(
"The " + s +
" is SHORT position number of stocks is negative: "
+ p["stocks"])
else:
print(
"Profit for: " + s + " is " + str(profit) +
"Creating a trailing Stop Order to take a Profit"
)
if self.settings.ALLOWSELL:
contract = createContract(s)
order = createTrailingStopOrder(
p["stocks"], self.settings.TRAIL)
self.app.placeOrder(self.app.nextorderId,
contract, order)
self.app.nextorderId = self.app.nextorderId + 1
print("Created a Trailing Stop order for " +
s + " at level of " +
str(self.settings.TRAIL) + "%")
else:
print(
"Selling disabled in settings - skipping")
elif profit < float(self.settings.LOSS):
orders = self.app.openOrders
if s in orders:
print("Order for " + s + "already exist- skipping")
else:
print(
"loss for: " + s + " is " + str(profit) +
"Creating a Market Sell Order to minimize the Loss"
)
if self.settings.ALLOWSELL:
contract = createContract(s)
order = createMktSellOrder(p['stocks'])
self.app.placeOrder(self.app.nextorderId,
contract, order)
self.app.nextorderId = self.app.nextorderId + 1
print("Created a Market Sell order for " + s)
else:
print(
"Selling disabled in settings - skipping")
elif profit > 2 and bool(self.settings.APPLYMAXHOLD):
positions_dict = {}
for po in self.positions_open_on_server:
opened = datetime.datetime.fromisoformat(
po['opened'])
positions_dict[po['ticker']] = opened
if s in positions_dict.keys():
opened = positions_dict[s]
delta = (datetime.datetime.now() - opened).days
if delta > int(self.settings.MAXHOLDDAYS):
orders = self.app.openOrders
if s in orders:
print("Order for " + s +
"already exist- skipping")
else:
print(
s + " is held for " + str(delta) +
" days. Creating a Market Sell Order to utilize the funds"
)
if self.settings.ALLOWSELL:
contract = createContract(s)
order = createMktSellOrder(p['stocks'])
self.app.placeOrder(
self.app.nextorderId, contract,
order)
self.app.nextorderId = self.app.nextorderId + 1
print(
"Created a Market Sell order for "
+ s)
else:
print(
"Selling disabled in settings - skipping"
)
else:
print("!!!!!!!!!Position " + s +
" not Logged !!!!!")
else:
print("Position " + s + " skept its Value is 0")
else:
print("Position " + s + " skept it has no Value")
def evaluate_and_track_candidates(self):
"""
Starts tracking the Candidates and adds the statistics
"""
time.sleep(1) # clearing messages
stock_names = [o['ticker'] for o in self.stocks_data_from_server]
print("Requesting data for " + str(len(stock_names)) + " Candidates")
# stock_names=stock_names[0:80] #trimming 90 queries to track less than 100
self.app.CandidatesLiveDataRequests = {
} # reset candidates requests dictionary
# starting querry
trackedStockN = 1
message_number = 0
self.app.market_data_error = False
for s in stock_names:
if len(self.app.CandidatesLiveDataRequests) > 90:
time.sleep(0.5)
print(
"Requested more than 90 candidates - waiting to be cleared..."
)
id = self.app.nextorderId
print("starting to track: " + str(trackedStockN) + " of " +
str(len(stock_names)) + " " + s + " traking with Id:" +
str(id))
c = createContract(s)
self.app.CandidatesLiveDataRequests[id] = 'requested'
self.app.candidatesLive[id] = {
"Stock": s,
"Close": 0,
"Open": 0,
"Bid": 0,
"Ask": 0,
"averagePriceDropP": 0,
"averagePriceSpreadP": 0,
"tipranksRank": 0,
"yahoo_rank": 6,
"stock_invest_rank": 0,
"LastUpdate": 0
}
self.app.reqMarketDataType(1)
self.app.reqMktData(id, c, '', False, False, [])
attempt = 0
while len(self.app.CandidatesLiveDataRequests) > 5:
attempt = attempt + 1
print(
'Waiting to get last 5 candidates requests, the last to get is : '
+ str(self.app.nextorderId) + "Attempt: " + str(attempt))
time.sleep(1)
if attempt > 3:
break
self.app.nextorderId += 1
trackedStockN += 1
message_number += 1
counter = 0
while len(self.app.CandidatesLiveDataRequests) > 0:
print("waiting for the last candidate data...." + str(counter))
print('missing:' +
str(next(iter(self.app.CandidatesLiveDataRequests))))
counter = counter + 1
time.sleep(1)
if counter > 120:
return False
have_empty = True
m = 2
self.add_market_data_to_live_candidates()
print(
str(len(self.app.candidatesLive)) +
" Candidates evaluated and started to track")
self.api_connected = True
return True
