def __init__(self):
if SampleStrategy.__instance != None:
raise Exception("This class is a singleton!")
else:
SampleStrategy.__instance = self
# Call Base class constructor
super().__init__("SAMPLE")
# Initialize all the properties specific to this strategy
self.productType = ProductType.MIS
self.symbols = [
"SBIN", "INFY", "TATASTEEL", "RELIANCE", "HDFCBANK", "CIPLA"
]
self.slPercentage = 1.1
self.targetPerncetage = 2.2
self.startTimestamp = Utils.getTimeOfToDay(
9, 30,
0) # When to start the strategy. Default is Market start time
self.stopTimestamp = Utils.getTimeOfToDay(
12, 30, 0
) # This is not square off timestamp. This is the timestamp after which no new trades will be placed under this strategy but existing trades continue to be active.
self.squareOfTimestamp = Utils.getTimeOfToDay(15, 0,
0) # Square off time
self.capital = 3000 # Capital to trade (This is the margin you allocate from your broker account for this strategy)
self.leverage = 2 # 2x, 3x Etc
self.maxTradesPerDay = 3 # Max number of trades per day under this strategy
self.isFnO = False # Does this strategy trade in FnO or not
self.capitalPerSet = 0 # Applicable if isFnO is True (1 set means 1CE/1PE or 2CE/2PE etc based on your strategy logic)
def __init__(self):
if BNFORB30Min.__instance != None:
raise Exception("This class is a singleton!")
else:
BNFORB30Min.__instance = self
# Call Base class constructor
super().__init__("BNFORB30Min")
# Initialize all the properties specific to this strategy
self.productType = ProductType.MIS
self.symbols = []
self.slPercentage = 0
self.targetPerncetage = 0
self.startTimestamp = Utils.getTimeOfToDay(
9, 45,
0) # When to start the strategy. Default is Market start time
self.stopTimestamp = Utils.getTimeOfToDay(
14, 30, 0
) # This is not square off timestamp. This is the timestamp after which no new trades will be placed under this strategy but existing trades continue to be active.
self.squareOffTimestamp = Utils.getTimeOfToDay(15, 0,
0) # Square off time
self.capital = 100000 # Capital to trade (This is the margin you allocate from your broker account for this strategy)
self.leverage = 0
self.maxTradesPerDay = 1 # Max number of trades per day under this strategy
self.isFnO = True # Does this strategy trade in FnO or not
self.capitalPerSet = 100000 # Applicable if isFnO is True (1 set means 1CE/1PE or 2CE/2PE etc based on your strategy logic)
def process(self):
now = datetime.now()
processEndTime = Utils.getTimeOfToDay(9, 50, 0)
if now < self.startTimestamp:
return
if now > processEndTime:
# We are interested in creating the symbol only between 09:45 and 09:50
# since we are not using historical candles so not aware of exact high and low of the first 30 mins
return
symbol = Utils.prepareMonthlyExpiryFuturesSymbol('BANKNIFTY')
quote = self.getQuote(symbol)
if quote == None:
logging.error('%s: Could not get quote for %s', self.getName(),
symbol)
return
if symbol not in self.tradesCreatedSymbols:
self.generateTrade(symbol, Direction.LONG, quote.high, quote.low)
self.generateTrade(symbol, Direction.SHORT, quote.high, quote.low)
# add symbol to created list
self.tradesCreatedSymbols.append(symbol)
