def run(self):
# NOTE: This should not be overriden in Derived class
if self.enabled == False:
logging.warn("%s: Not going to run strategy as its not enabled.",
self.getName())
return
if Utils.isMarketClosedForTheDay():
logging.warn("%s: Not going to run strategy as market is closed.",
self.getName())
return
now = datetime.now()
if now < Utils.getMarketStartTime():
Utils.waitTillMarketOpens(self.getName())
if self.canTradeToday() == False:
logging.warn(
"%s: Not going to run strategy as it cannot be traded today.",
self.getName())
return
if now < self.startTimestamp:
waitSeconds = now - self.startTimestamp
logging.info(
"%s: Waiting for %d seconds till startegy start timestamp reaches...",
self.getName(), waitSeconds)
time.sleep(waitSeconds)
# Run in an loop and keep processing
while True:
if Utils.isMarketClosedForTheDay():
logging.warn("%s: Exiting the strategy as market closed.",
self.getName())
break
# Derived class specific implementation will be called when process() is called
self.process()
# Sleep and wake up on every 30th second
now = datetime.now()
waitSeconds = 30 - (now.second % 30)
time.sleep(waitSeconds)
def __init__(self, name): # NOTE: All the below properties should be set by the Derived Class (Specific to each strategy) self.name = name # strategy name self.enabled = True # Strategy will be run only when it is enabled self.productType = ProductType.MIS # MIS/NRML/CNC etc self.symbols = [] # List of stocks to be traded under this strategy self.slPercentage = 0 self.targetPerncetage = 0 self.startTimestamp = Utils.getMarketStartTime() # When to start the strategy. Default is Market start time self.stopTimestamp = None # 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 = None # Square off time self.capital = 10000 # Capital to trade (This is the margin you allocate from your broker account for this strategy) self.leverage = 1 # 2x, 3x Etc self.maxTradesPerDay = 1 # 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 (Set means 1CE/1PE or 2CE/2PE etc based on your strategy logic) self.tradesCreatedSymbols = [] # Add symbol to this list when a trade is created # Register strategy with trade manager TradeManager.registerStrategy(self)
