def lineup_traders(self, tickers):
global ml
count = 1
for ticker in tickers:
self.traders.append(Trader(count, ticker, self.account))
Notify.info(f"Successfully connected Trader #{count} to {ticker}",
delay=0.01)
count += 1
self.logger.info("Trader lineup complete")
print("")
def get_stocks(stocks_temp, prev_data, key):
if (not key in prev_data):
raise Exception(f"Missing key '{key}' in prev_data")
for ticker in prev_data[key]:
stock_name, stock_ex = ticker.split(".")
if stock_name in stocks_temp:
Notify.fatal("Cannot buy and sell the same stock.")
quit(0)
stocks_temp[stock_name] = stock_ex
def start_trading(self, Tmode=False):
global ml
now = datetime.datetime.now(TZ)
Notify.info("Trading has begun")
self.logger.info("Trading has begun")
count = 1
if not Tmode:
while now.time() < self.pack_up or self.is_dev_mode:
try:
for trader in self.traders:
trader.run()
self.logger.info(f"Completed round {count}")
sleep(self.period)
except Exception as e:
Notify.fatal("Trading has been aborted")
self.logger.critical(
"Trade abort due to unexpected error : ", e)
quit(0)
finally:
now = datetime.datetime.now(TZ)
count += 1
else:
Notify.info("Confirming access to live stock price...")
self.logger.info("Confirming access to live stock price...")
for trader in self.traders:
try:
get_live_price(trader.ticker)
except Exception as e:
Notify.fatal(
"Error in fetching live stock price. Aborting")
self.logger.critical(
"Error in fetching live stock price : ", e)
def start_trading(self, Tmode=False):
global ml
now = datetime.datetime.now(TZ)
Notify.info("Trading has begun")
ml.info("Trading has begun")
count = 1
if not Tmode:
while now.time() < PACK_UP or DEV_MODE:
try:
for trader in self.traders:
trader.run()
ml.info("Completed round #", count)
sleep(PERIOD_INTERVAL)
except Exception as e:
Notify.fatal("Trading has been aborted")
ml.critical("Trade abort due to unexpected error : ", e)
quit(0)
finally:
now = datetime.datetime.now(TZ)
count += 1
else:
Notify.info("Confirming access to live stock price...")
ml.info("Confirming access to live stock price...")
for trader in self.traders:
try:
get_live_price(trader.ticker)
except Exception as e:
Notify.fatal(
"Error in fetching live stock price. Aborting")
ml.critical("Error in fetching live stock price : ", e)
def get_initial_data(self):
try:
self.price.append(get_live_price(self.ticker))
self.logger.debug("Successfully fetched live price")
except SysCallError:
Notify.warn(
f"[Trader #{self.number} {self.ticker}]: Encountered SysCallError while initialising parameters, trying recursion"
)
self.logger.warning("Encountered SysCallError, trying recursion")
self.get_initial_data()
except Exception as e:
Notify.warn(
f"[Trader #{self.number} {self.ticker}]: Exception in getting initial data, trying recursion"
)
self.logger.error("Trying recursion due to uncommon Exception : ",
e)
self.get_initial_data()
def update_price(self):
try:
new_price = get_live_price(self.ticker)
self.price.append(new_price)
self.logger.info(
"Successfully fetched price, local database updated")
except SysCallError:
Notify.warn(
f"[Trader #{self.number} {self.ticker}] : Encountered SysCallError in updating price, trying recursion"
)
self.logger.warning(
"Encountered SysCallError while fetching live price, trying recursion"
)
self.update_price()
except Exception as e:
Notify.warn(
f"[Trader #{self.number} {self.ticker}] : Exception in updating price, trying recursion"
)
self.logger.error(
"Trying recursion, encountered uncommon exception : ", e)
self.update_price()
def init_traders(self, Tmode=False):
global ml
Notify.info("Traders are in Observation phase")
self.logger.info("Traders entered Observation Phase")
if not Tmode:
self.print_progress_bar(0,
80,
prefix='Progress:',
suffix='Complete',
length=40)
for i in range(DATA_LIMIT):
for trader in self.traders:
trader.get_initial_data()
self.print_progress_bar(i + 1,
80,
prefix='\tProgress:',
suffix='Complete',
length=40)
sleep(self.period)
Notify.info("\tStatus : Complete")
self.logger.info("Observation Phase complete")
print("")
def __del__(self):
# load previous day's data
prev_data = json.loads(open("..\\user_info.json").read())
username = prev_data['username']
# debug
account_balance_prev = prev_data["account_balance"]
# get new data from trader's database
account_balance_new = account_balance_prev * (
1 - self.feasible_percent) + self.account
profit = account_balance_new - account_balance_prev
# set up new data
new_data = dict()
new_data['username'] = username
new_data["account_balance"] = account_balance_new
new_data["stocks_to_sell"] = dict()
new_data["stocks_to_buy_back"] = dict()
# grab data from trader database
for trader in self.traders:
# check owned stocks
if trader.IN_LONG_TRADE:
new_data["stocks_to_sell"][trader.ticker] = {
"buffer_price": trader.price_for_buffer
}
# check owed stocks
if trader.IN_SHORT_TRADE:
new_data["stocks_to_buy_back"][trader.ticker] = {
"buffer_price": trader.price_for_buffer
}
# save trader database in respective files
del trader
# save master database
with open("..\\user_info.json", "w") as fp:
fp.write(json.dumps(new_data, indent=4))
# output profit
Notify.info(f"\n\nNet Profit : $ {profit} \n")
self.logger.info(f"\n\nNet Profit : $ {profit} \n")
Notify.info(f'Stocks owned : {len(new_data["stocks_to_sell"])}')
self.logger.info(f'Stocks owned : {len(new_data["stocks_to_sell"])}')
Notify.info(f'Stocks sold : {len(new_data["stocks_to_buy_back"])}')
self.logger.info(
f'Stocks sold : {len(new_data["stocks_to_buy_back"])}')
def make_decision(self):
# global ACCOUNT
# update tenkan data
self.tenkan_data = []
for i in range(DATA_LIMIT - 9):
tenkan_src = self.price[i:i + 9]
self.tenkan_data.append((max(tenkan_src) + min(tenkan_src)) / 2)
# update kijun data
self.kijun_data = []
for i in range(DATA_LIMIT - 26):
kijun_src = self.price[i:i + 26]
self.kijun_data.append((max(kijun_src) + min(kijun_src)) / 2)
# update x values for senkou A and senkou B
self.x5 = self.time[78:78 + DATA_LIMIT - 26]
self.x6 = self.time[104:104 + DATA_LIMIT - 52]
# update senkou A data
self.senkou_A_data = [
(self.tenkan_data[i + 17] + self.kijun_data[i]) / 2
for i in range(DATA_LIMIT - 26)
]
# update senkou B data
self.senkou_B_data = []
for i in range(DATA_LIMIT - 52):
senkou_B_src = self.price[i:i + 52]
self.senkou_B_data.append(
(max(senkou_B_src) + min(senkou_B_src)) / 2)
# get Ichimoku params for comparison
x = self.time[26:26 + DATA_LIMIT][-1]
curr_price = self.price[-1]
tenkan = self.tenkan_data[-1]
kijun = self.kijun_data[-1]
sen_A = self.get_value(self.senkou_A_data, self.x5, x)
sen_B = self.get_value(self.senkou_B_data, self.x6, x)
self.logger.info(
f"Current status - Price : {curr_price}, Tenkan : {tenkan}, Kijun : {kijun}, Senkou A : {sen_A}, Senkou B : {sen_B}"
)
# conditions for long trade entry
# If Kumo cloud is green and current price is above kumo, strong bullish signal
cond1 = (sen_A > sen_B) and (curr_price >= sen_A)
if cond1:
self.logger.debug("Sensing strong bullish signal")
# conditions for short trade entry
# If Kumo cloud is red and current price is below kumo, strong bearish signal
cond2 = (sen_A < sen_B) and (curr_price <= sen_A)
if cond2:
self.logger.debug("Sensing strong bearish signal")
# check allocated money
cond3 = curr_price < self.account
# IF all conditions are right, long trade entry
if cond1 and not self.IN_LONG_TRADE and cond3:
self.buy(curr_price, "LONG")
self.price_for_buffer = curr_price
self.IN_LONG_TRADE = True
self.STOCKS_TO_SELL += 1
if not cond3:
Notify.fatal(
f"[Trader #{self.number} {self.ticker}] : Oops! Out of cash!")
self.logger.critical("Trader out of cash to buy stocks!")
# If all conditions are right, short trade entry
if cond2 and not self.IN_SHORT_TRADE:
self.sell(curr_price, "SHORT")
self.price_for_buffer = curr_price
self.IN_SHORT_TRADE = True
self.STOCKS_TO_BUY_BACK += 1
# setup buffer for stop loss and trade exit
buffer = self.price_for_buffer * BUFFER_PERCENT
cond4 = abs(curr_price - kijun) >= buffer
# Get stopped out as the price moves through the buffer area beyond the Kijun
if self.IN_LONG_TRADE:
if cond4:
self.sell(curr_price, "LONG")
self.IN_LONG_TRADE = False
self.STOCKS_TO_SELL -= 1
if self.IN_SHORT_TRADE:
if cond4 and cond3:
self.buy(curr_price, "SHORT")
self.IN_SHORT_TRADE = False
self.STOCKS_TO_BUY_BACK -= 1
if not cond3:
Notify.fatal(
f"[Trader #{self.number} {self.ticker}] : Oops! Out of cash!"
)
self.logger.critical("Trader out of cash to buy back stock !")
def main():
"""
Main Function
"""
# make sure that market is open
if not DEV_MODE and CHECK_MARKET:
if args.t:
Notify.for_input("Check Market? (y/n) : ")
confirm = input().strip().lower()
print("")
else:
confirm = "y"
if is_open() or confirm == "n":
pass
else:
Notify.fatal("Market is closed at the moment, aborting.")
print("")
quit(0)
# else:
# Notify.warn("You are in developer mode, if not intended, please quit.")
# Notify.info("Press ENTER to continue, Ctrl+C to quit")
# input()
# allow market to settle to launch Ichimoku strategy
if IDLE_DELAY == 0:
Notify.info("Skipped Idle phase")
else:
Notify.info(
f"Entered Idle phase at {datetime.datetime.now(TZ).strftime('%H:%M:%S')}"
)
master_logger.info(f"Entered Idle phase")
Notify.info(f"\tExpected release : after {IDLE_DELAY // 60} minutes")
print("")
sleep(IDLE_DELAY)
master_logger.info("Idle phase complete")
# find relevant stocks to focus on
Notify.info("Finding stocks to focus on .....")
try:
stocks_to_focus = fetch_stocks()
except Exception as ex:
print(f'Exception was {ex}')
stocks_to_focus = []
Notify.fatal(
"Could not fetch relevant stocks. Verify Network connection and check logs for details."
)
master_logger.critical(
"Could not fetch relevant stocks, Most possibly due to network error"
)
quit(0)
Notify.info("\tStatus : Complete")
master_logger.info("Successfully found relevant stocks")
print("")
# setup traders and begin trade
master = Master(PERIOD_INTERVAL, master_logger, FEASIBLE_PERCENT, ACCOUNT,
PACK_UP, DEV_MODE)
master.validate_repo()
master.lineup_traders(stocks_to_focus)
master.init_traders(args.t)
master.start_trading(args.t)
# trading in over by this point
Notify.info("Trading complete")
master_logger.info("Trading complete")
# initiate packup
del master
quit(0)
def fetch_stocks():
"""
Find relevant stocks to focus on for trading
Returns:
Deque of tickers of relevant stocks
"""
global ml
# url to grab data from
url = f'https://finance.yahoo.com/gainers?count={NUM_OF_STOCKS_TO_SEARCH}'
# request header
headers = {
'user-agent':
'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36'
}
try:
src = requests.get(url=url, headers=headers).content
except Exception as e:
src = None
Notify.fatal(
"Trade abort due to unexpected error. Check activity log for details"
)
master_logger.critical("Encountered error : ", e)
quit(0)
# soup object of source code
soup = BeautifulSoup(src, "html.parser")
rows = soup.find('table').tbody.find_all('tr')
# initialisations
stocks_temp = dict()
# check previous day's closing status
prev_data = json.loads(open("database/user_info.json").read())
get_sells(stocks_temp, prev_data, "stocks_to_sell")
get_buys(stocks_temp, prev_data, "stocks_to_buy_back")
# set counter
count = len(stocks_temp)
stocks = deque()
# iterate over rows in web page
for tr in rows:
# exit if
if count == NUM_OF_STOCKS_TO_FOCUS:
break
else:
row_data = tr.find_all('td')
ticker = row_data[0].text.strip()
price = get_live_price(ticker)
# split ticker for checking if same stock of different stock exchange is selected or not
stock_name = ""
stock_ex = "US"
stock_name = ticker #ticker.split(".")
if price >= PENNY_STOCK_THRESHOLD and stock_name not in stocks_temp:
stocks_temp[stock_name] = stock_ex
count += 1
# get back ticker
for stock in stocks_temp:
stocks.append(f"{stock}")
# stocks.append(f"{stock}.{stocks_temp[stock]}")
# return deque of stocks to focus on
return stocks
# setup for coloured output
init()
##############################################################
HEADING = '''
__ __ ____
___ ____/ /___ ______/ /_/ __ \\__ __
/ _ \\/ __ / __ `/ ___/ __/ /_/ / / / /
/ __/ /_/ / /_/ / / / /_/ ____/ /_/ /
\\___/\\__,_/\\__,_/_/ \\__/_/ \\__, /
/____/
'''
Notify.heading(HEADING)
##############################################################
# set time zone
global TZ
TZ = pytz.timezone('Europe/London')
# set holidays
HOLIDAYS = holidays.UnitedStates()
# set market open time
OPEN_TIME = datetime.time(hour=9, minute=15, second=0)
# set market close time
CLOSE_TIME = datetime.time(hour=15, minute=30, second=0)
CHECK_MARKET = False
##############################################################