def __init__(self, args_topic, args_kafkadetails, args_symbol,
args_marketdate, arg_prevdate):
agentObj.log = log.setup_custom_logger(args_topic)
agentObj.topic = args_topic
agentObj.kafka = args_kafkadetails
agentObj.market_date = args_marketdate
agentObj.symbol = args_symbol
agentObj.prev_market_date = arg_prevdate
if agentObj.backtest is False:
self.exit_algo = datetime.datetime.strptime(
agentObj.market_date + ' 09:45:00', '%Y%m%d %H:%M:%S')
self.exit_algo_315pm = self.exit_algo.timestamp()
else:
self.exit_algo = datetime.datetime.strptime(
agentObj.market_date + ' 15:15:00', '%Y%m%d %H:%M:%S')
self.exit_algo_315pm = self.exit_algo.timestamp()
self.tick_df = pd.DataFrame(None, columns=['Timestamp', 'Price'])
self.ohlc_consumer = KafkaConsumer(
bootstrap_servers=['localhost:9092'],
auto_offset_reset='earliest',
enable_auto_commit=True,
value_deserializer=lambda x: loads(x.decode('utf-8')))
import sys, os
sys.path.append(os.getcwd()[:os.getcwd().find("TickAlgoAgent") +
len("TickAlgoAgent")])
from src.main.algo_agent_object import AlgoAgentObjects as abObj
from src.loghandler import log
import pandas as pd
import traceback
import math
# Init Logging Facilities
logger = log.setup_custom_logger('AlgoAgent')
def load_indicators():
try:
if len(abObj.fast_min_pd_DF) >= int(abObj.parser.get('ma',
'interval')):
moving_average(int(abObj.parser.get('ma', 'interval')))
if len(abObj.fast_min_pd_DF) >= int(abObj.parser.get(
'ema', 'interval')):
exponential_moving_average(int(abObj.parser.get('ema',
'interval')))
if len(abObj.fast_min_pd_DF) >= int(
abObj.parser.get('macd', 'slow_interval')):
macd(int(abObj.parser.get('macd', 'fast_interval')),
int(abObj.parser.get('macd', 'slow_interval')))
if len(abObj.fast_min_pd_DF) >= int(abObj.parser.get(
'adx', 'interval')):
average_directional_movement_index(
int(abObj.parser.get('adx', 'interval')),
int(abObj.parser.get('adx', 'interval_ADX')))
from src.main.algo_bot_objects import AlgoBotObjects as abObj
from src.dataframe import slow_indicators as indi_obj
from src.loghandler import log
import traceback
import time
import pandas as pd
logger = log.setup_custom_logger('root')
class SlowDF(object):
def __init__(self):
pass
@staticmethod
def generate_slow_min_df(ticks):
def get_ohlc():
try:
data = pd.DataFrame(abObj.slow_min_ticks,
columns=['time', 'price'])
data['time'] = pd.to_datetime(data['time'], unit='s', utc=True)
data = data.set_index('time')
data = data.tz_convert(tz='Asia/Kolkata')
ti = data.loc[:, ['price']]
slow_min_bars = ti.price.resample(str(abObj.slow_min) +
'min').ohlc()
for index, row in slow_min_bars.iterrows():
# print('*', row)
abObj.slow_min_pd_DF = abObj.slow_min_pd_DF.append(
row, sort=False)
break
import sys, os
import json
sys.path.append(os.getcwd()[:os.getcwd().find("TickStream") +
len("TickStream")])
from src.loghandler import log
from src.main.tick_stream_object import TickStreamObjects as tsobj
from src.broker.ib_service.ib_services import IBService
log = log.setup_custom_logger("tickstream")
SYM_MAP_PATH = tsobj.get_with_base_path("common", "ib_script_map",
tsobj.get_value("common", "masters"))
class streamer(object):
ibobj = IBService()
def get_ib_symbol_from_map(self, nse_symbol):
try:
map_json = json.loads(open(str(SYM_MAP_PATH)).read())
for sym in map_json:
if sym['NSE_Symbol'] == nse_symbol:
return sym['IB_Symbol']
return nse_symbol
except Exception as ex:
log.error("No mapping value found for NSE Symbol:%s" % nse_symbol)
log.error(traceback.format_exc())
def start_streaming(self):
try:
self.ibobj.connect_ib(self.ibobj)
for contract in tsobj.ib_subcribed_scripts:
self.ibobj.subscribe_contract(contract, self.ibobj)
import sys
import os
import argparse
import json
import random
import subprocess
import traceback
sys.path.append(os.getcwd()[:os.getcwd().find("HRHD_Worker") +
len("HRHD_Worker/")])
from src.hrhd_worker.hrhd_object import HRHDObjects as hrhdObj
from src.libs.firebase_utils import FireBaseUtils
from src.loghandler import log
logger = log.setup_custom_logger('hrhd')
nse_dict_list = None
class Hrhd:
def __init__(self):
logger.info("** Initiating....")
@staticmethod
def nifty_list(list_config_name):
try:
with open(hrhdObj.get_with_base_path("common", list_config_name),
'r') as json_file:
nse_dict = json.load(json_file)
return nse_dict
except Exception as ex:
logger.error(traceback.format_exc())