def convertJSONToTrade(jsonData): trade = Trade(jsonData['tradingSymbol']) trade.tradeID = jsonData['tradeID'] trade.strategy = jsonData['strategy'] trade.direction = jsonData['direction'] trade.productType = jsonData['productType'] trade.isFutures = jsonData['isFutures'] trade.isOptions = jsonData['isOptions'] trade.optionType = jsonData['optionType'] trade.placeMarketOrder = jsonData['placeMarketOrder'] trade.intradaySquareOffTimestamp = jsonData['intradaySquareOffTimestamp'] trade.requestedEntry = jsonData['requestedEntry'] trade.entry = jsonData['entry'] trade.qty = jsonData['qty'] trade.filledQty = jsonData['filledQty'] trade.initialStopLoss = jsonData['initialStopLoss'] trade.stopLoss = jsonData['stopLoss'] trade.target = jsonData['target'] trade.cmp = jsonData['cmp'] trade.tradeState = jsonData['tradeState'] trade.timestamp = jsonData['timestamp'] trade.createTimestamp = jsonData['createTimestamp'] trade.startTimestamp = jsonData['startTimestamp'] trade.endTimestamp = jsonData['endTimestamp'] trade.pnl = jsonData['pnl'] trade.pnlPercentage = jsonData['pnlPercentage'] trade.exit = jsonData['exit'] trade.exitReason = jsonData['exitReason'] trade.exchange = jsonData['exchange'] trade.entryOrder = TradeManager.convertJSONToOrder(jsonData['entryOrder']) trade.slOrder = TradeManager.convertJSONToOrder(jsonData['slOrder']) trade.targetOrder = TradeManager.convertJSONToOrder(jsonData['targetOrder']) return 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)