def generateTrade(self, tradingSymbol, direction, high, low):
trade = Trade(tradingSymbol)
trade.strategy = self.getName()
trade.isFutures = True
trade.direction = direction
trade.productType = self.productType
trade.placeMarketOrder = True
trade.requestedEntry = high if direction == Direction.LONG else low
trade.timestamp = Utils.getEpoch(
self.startTimestamp) # setting this to strategy timestamp
# Calculate lots
numLots = self.calculateLotsPerTrade()
isd = Instruments.getInstrumentDataBySymbol(
tradingSymbol) # Get instrument data to know qty per lot
trade.qty = isd['lot_size']
trade.stopLoss = low if direction == Direction.LONG else high
slDiff = high - low
# target is 1.5 times of SL
if direction == 'LONG':
trade.target = Utils.roundToNSEPrice(trade.requestedEntry +
1.5 * slDiff)
else:
trade.target = Utils.roundToNSEPrice(trade.requestedEntry -
1.5 * slDiff)
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']) return trade