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 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'])
trade.moveToCost = jsonData['moveToCost']
return trade