def _setup(self, ltp_quote):
self.instrument = ltp_quote['instrument']
ltp = ltp_quote['ltp']
levels = gann(ltp)
self.buy = levels[DEFAULTS['buy']]
self.target = levels[DEFAULTS['target']]
self.stoploss = gann(ltp, 'down')[DEFAULTS['stoploss']]
self.prev_ltp = ltp
self._print_levels()
self.state.append('setup complete')
def process_quote(self, quote):
ltp = quote['ltp']
act = None
if 'setup complete' not in self.state:
self._setup(quote)
return act
if ltp > self.buy + ltp * 0.01:
self.uptrend = False
return act
if 'order placed' == self.state[-1]:
return act
elif ltp > self.buy:
act = self._create_buy_order()
self.state.append('order placed')
elif ltp < self.prev_ltp:
levels = gann(ltp)
self.buy = levels[DEFAULTS['buy']]
self.target = levels[DEFAULTS['target']]
self.stoploss = gann(ltp, 'down')[DEFAULTS['stoploss']]
self.prev_ltp = ltp
self._print_levels()
return act