def GetBNFStoplossTargetValues(contract_ce, contract_pe, lots):
token_ce = fetch_token(contract_ce)
token_pe = fetch_token(contract_pe)
combined_premium = fetch_ltp(token_ce) + fetch_ltp(token_pe)
quantity = lots * 25
stoploss = -0.15 * quantity * combined_premium
target = 0.15 * quantity * combined_premium
step = 0.15 * quantity * combined_premium
return stoploss, target, step
def GetATMStrike(symbol):
instruments = pd.read_csv('instruments.csv', index_col=0)
token = instruments.index[instruments['tradingsymbol'] ==
symbol].tolist()[0]
ltp = fetch_ltp(token)
strike_price = int(math.ceil(ltp / 100.0)) * 100
return strike_price
def GetStoplossTargetValues(positions_info):
combined_premium = 0
for instrument, instrument_info in positions_info.items():
ltp = fetch_ltp(instrument_info['token'])
combined_premium = combined_premium + ltp
quantity = abs(instrument_info['quantity'])
stoploss = -0.10 * quantity * combined_premium
target = 0.10 * quantity * combined_premium
step = 0.10 * quantity * combined_premium
return stoploss, target, step
def RunSystem(kite, access_token, trades):
fixed_stoploss = trades['fixed_stoploss']
stoploss = trades['stoploss']
target = trades['target']
step = trades['step']
transaction_types = ['BUY', 'SELL']
transaction_types.remove(trades['transaction_type'])
exit_transaction_type = transaction_types[0]
positions_info = FetchPositionsInfo(kite)
# this takes care of restartng from middle runs
if not positions_info:
position_flag = False
else:
#TODO Change this to true
position_flag = True
# TODO remove this counter
# count = 0
while True:
current_time = datetime.datetime.now().time()
if current_time >= trades['trade_time'] and position_flag == False:
all_orders_status = []
for contract in trades['symbols']:
order_status = PlaceMarketOrders(access_token, contract,
trades['transaction_type'],
trades['product_type'],
trades['quantity'])
print(order_status)
yield order_status + "\n"
order_status = json.loads(order_status)
all_orders_status.append(order_status)
if all(d['status'] == 'success' for d in all_orders_status):
yield "################### ALL THE ORDERS ARE SUCCESSFUL ###################" + "\n"
positions_info = FetchPositionsInfo(kite)
position_flag = True
elif any(d['status'] == 'error' for d in all_orders_status):
yield "################### ONE OF THE ORDERS FAILED ###################" + "\n"
# TODO Remove this line
# position_flag = True
else:
# TODO Remove this line
# position_flag = True
continue
pnl = 0
# TODO remove this line
# count += 1
yield f"CURRENT TIME: {current_time}" + "\n"
for instrument, instrument_info in positions_info.items():
ltp = fetch_ltp(instrument_info['token'])
yield f"{instrument} ltp: {ltp}" + "\n"
pnl = pnl + instrument_info['value_change'] + (
instrument_info['quantity'] * ltp *
instrument_info['multiplier'])
yield f"pnl = {pnl}" + "\n"
yield f"fixed stoploss = {fixed_stoploss}" + "\n"
yield f"stoploss = {stoploss}" + "\n"
yield f"target = {target}" + "\n"
yield "======================================" + "\n"
if pnl < fixed_stoploss or pnl < stoploss:
all_orders_status = []
for instrument, instrument_info in positions_info.items():
order_status = PlaceMarketOrders(access_token, instrument,
exit_transaction_type,
trades['product_type'],
trades['quantity'])
all_orders_status.append(order_status)
yield str(all_orders_status)
return all_orders_status
elif pnl >= target:
stoploss = stoploss + step
target = target + step
elif current_time >= trades['exit_time']:
all_orders_status = []
for contract in trades['symbols']:
order_status = PlaceMarketOrders(access_token, contract,
exit_transaction_type,
trades['product_type'],
trades['quantity'])
all_orders_status.append(order_status)
yield str(all_orders_status)
return all_orders_status
time.sleep(1)
def RunSystem(kite, access_token, lots):
trade_start_time = datetime.time(18, 45)
trade_end_time = datetime.time(14, 45)
fixed_stoploss = -3000
stoploss = 0
target = 0
step = 0
positions_info = FetchPositionsInfo(kite)
# this takes care of restartng from middle runs
if not positions_info:
position_flag = False
else:
#TODO Change this to true
position_flag = False
positions_info = FetchPositionsInfo(kite)
stoploss, target, step = GetStoplossTargetValues(positions_info)
while True:
current_time = datetime.datetime.now().time()
if current_time >= trade_start_time and position_flag == False:
atm_strike = GetATMStrike('NIFTY BANK')
contract_ce, contract_pe = GetCurrentWeeklyOptions(
atm_strike, 'BANKNIFTY')
order_status_ce = PlaceMarketOrders(access_token, contract_ce,
"SELL", "MIS", 25 * lots)
print(order_status_ce)
yield order_status_ce + "\n"
order_status = json.loads(order_status_ce)
if order_status['status'] == 'success' and order_status[
'status'] == 'success':
positions_info = FetchPositionsInfo(kite)
stoploss, target, step = GetStoplossTargetValues(
positions_info)
position_flag = True
else:
"""remove this"""
# position_flag = True
continue
pnl = 0
yield f"CURRENT TIME: {current_time}" + "\n"
for instrument, instrument_info in positions_info.items():
ltp = fetch_ltp(instrument_info['token'])
print(f"{instrument} ltp: {ltp}")
pnl = pnl + instrument_info['value_change'] + (
instrument_info['quantity'] * ltp *
instrument_info['multiplier'])
yield f"pnl = {pnl}" + "\n"
yield f"fixed stoploss = {fixed_stoploss}" + "\n"
yield f"stoploss = {stoploss}" + "\n"
yield f"target = {target}" + "\n"
# time.sleep(2)
# os.system('clear')
# stoploss = -10000
instruments = list(positions_info.keys())
if pnl < fixed_stoploss or pnl < stoploss:
order_status = PlaceMarketOrders(access_token, instruments[0],
"BUY", "MIS", 25 * lots)
return order_status
elif pnl >= target:
stoploss = stoploss + step
target = target + step
elif current_time >= trade_end_time:
order_status = PlaceMarketOrders(access_token, instruments[0],
"BUY", "MIS", 25 * lots)
return order_status
time.sleep(1)