def startAlgo():
if Algo.isAlgoRunning == True:
logging.info("Algo has already started..")
return
logging.info("Starting Algo...")
Instruments.fetchInstruments()
# start trade manager in a separate thread
tm = threading.Thread(target=TradeManager.run)
tm.start()
# sleep for 2 seconds for TradeManager to get initialized
time.sleep(2)
# start running strategies: Run each strategy in a separate thread
#threading.Thread(target=SampleStrategy.getInstance().run).start()
#threading.Thread(target=BNFORB30Min.getInstance().run).start()
#threading.Thread(target=OptionSelling.getInstance().run).start()
threading.Thread(target=ShortStraddleBNF.getInstance().run).start()
#threading.Thread(target=OptionBuyingStrategy.getInstance().run).start()
#threading.Thread(target=TestStrategy.getInstance().run).start()
Algo.isAlgoRunning = True
logging.info("Algo started.")
def startAlgo():
if Algo.isAlgoRunning == True:
logging.info("Algo has already started..")
return
logging.info("Starting Algo...")
Instruments.fetchInstruments()
Algo.isAlgoRunning = True
logging.info("Algo started.")
Test.testTicker()
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)
def on_ticks(self, ws, brokerTicks):
# convert broker specific Ticks to our system specific Ticks (models.TickData) and pass to super class function
ticks = []
for bTick in brokerTicks:
isd = Instruments.getInstrumentDataByToken(bTick['instrument_token'])
tradingSymbol = isd['tradingsymbol']
tick = TickData(tradingSymbol)
tick.lastTradedPrice = bTick['last_price']
tick.lastTradedQuantity = bTick['last_quantity']
tick.avgTradedPrice = bTick['average_price']
tick.volume = bTick['volume']
tick.totalBuyQuantity = bTick['buy_quantity']
tick.totalSellQuantity = bTick['sell_quantity']
tick.open = bTick['ohlc']['open']
tick.high = bTick['ohlc']['high']
tick.low = bTick['ohlc']['low']
tick.close = bTick['ohlc']['close']
tick.change = bTick['change']
ticks.append(tick)
self.onNewTicks(ticks)