def log_order(self, contract, quantity, price, action, avg=0):
curr_date, curr_dt = get_datetime_for_logging()
log_str = f"Placed {action} order {quantity} {contract.strike}{contract.right}{contract.lastTradeDateOrContractMonth}"
if action == "SELL":
log_str += f" ({round(avg, 2)} average)"
log_str += f" for {round(price * 100, 2)} each, {self._nope_value} | {self._underlying_price} | {curr_dt}\n"
with open(f"logs/{curr_date}-trade.txt", "a") as f:
f.write(log_str)
async def fetch_and_report():
try:
self.set_nope_value()
except Exception as e:
log_exception(e, "set_nope_value")
curr_date, curr_dt = get_datetime_for_logging()
with open(f"logs/{curr_date}.txt", "a") as f:
f.write(f'NOPE @ {self._nope_value} | Stock Price @ {self._underlying_price} | {curr_dt}\n')
def exit_positions(self):
portfolio = self.get_portfolio()
trades = self.get_trades()
curr_date, curr_dt = get_datetime_for_logging()
if self._nope_value > self.config["nope"]["long_exit"]:
held_calls = self.get_held_contracts(portfolio, 'C')
existing_call_order_ids = self.get_existing_order_ids(trades, 'C', 'SELL')
remaining_calls = list(filter(lambda c: c['contract'].conId not in existing_call_order_ids, held_calls))
if len(remaining_calls) > 0:
remaining_calls.sort(key=lambda c: c['contract'].conId)
remaining_call_contracts = [c['contract'] for c in remaining_calls]
qualified_contracts = self.ib.qualifyContracts(*remaining_call_contracts)
tickers = self.ib.reqTickers(*qualified_contracts)
tickers.sort(key=lambda t: t.contract.conId)
for idx, ticker in enumerate(tickers):
price = midpoint_or_market_price(ticker)
if not util.isNan(price):
quantity = remaining_calls[idx]['position']
order = LimitOrder("SELL", quantity, price,
algoStrategy="Adaptive",
algoParams=[TagValue(tag='adaptivePriority', value='Normal')],
tif="DAY")
call_contract = ticker.contract
self.wait_for_trade_submitted(self.ib.placeOrder(call_contract, order))
with open(f"logs/{curr_date}-trade.txt", "a") as f:
f.write(f'Sold {quantity} {call_contract.strike}C{call_contract.lastTradeDateOrContractMonth} ({remaining_calls[idx]["avg"]} average) for {price * 100} each, {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
else:
with open("logs/errors.txt", "a") as f:
f.write(f'Error selling call at {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
if self._nope_value < self.config["nope"]["short_exit"]:
held_puts = self.get_held_contracts(portfolio, 'P')
existing_put_order_ids = self.get_existing_order_ids(trades, 'P', 'SELL')
remaining_puts = list(filter(lambda c: c['contract'].conId not in existing_put_order_ids, held_puts))
if len(remaining_puts) > 0:
remaining_puts.sort(key=lambda c: c['contract'].conId)
remaining_put_contracts = [c['contract'] for c in remaining_puts]
qualified_contracts = self.ib.qualifyContracts(*remaining_put_contracts)
tickers = self.ib.reqTickers(*qualified_contracts)
tickers.sort(key=lambda t: t.contract.conId)
for idx, ticker in enumerate(tickers):
price = midpoint_or_market_price(ticker)
if not util.isNan(price):
quantity = remaining_puts[idx]['position']
order = LimitOrder("SELL", quantity, price,
algoStrategy="Adaptive",
algoParams=[TagValue(tag='adaptivePriority', value='Normal')],
tif="DAY")
put_contract = ticker.contract
self.wait_for_trade_submitted(self.ib.placeOrder(put_contract, order))
with open(f"logs/{curr_date}-trade.txt", "a") as f:
f.write(f'Sold {quantity} {put_contract.strike}P{put_contract.lastTradeDateOrContractMonth} ({remaining_puts[idx]["avg"]} average) for {price * 100} each, {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
else:
with open("logs/errors.txt", "a") as f:
f.write(f'Error selling put at {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
def enter_positions(self):
portfolio = self.get_portfolio()
trades = self.get_trades()
curr_date, curr_dt = get_datetime_for_logging()
if self._nope_value < self.config["nope"]["long_enter"]:
held_calls = self.get_total_position(portfolio, 'C')
existing_order_quantity = self.get_total_buys(trades, 'C')
total_buys = held_calls + existing_order_quantity
if total_buys < self.config["nope"]["call_limit"]:
contracts = self.find_eligible_contracts(self.SYMBOL, 'C')
# TODO: Implement contract selection from eligible candidiates
contract_to_buy = contracts[self.config["nope"]["call_strike_offset"]]
qualified_contracts = self.ib.qualifyContracts(contract_to_buy)
tickers = self.ib.reqTickers(*qualified_contracts)
if len(tickers) > 0:
price = midpoint_or_market_price(tickers[0])
call_contract = qualified_contracts[0]
if not util.isNan(price):
quantity = self.config["nope"]["call_quantity"]
order = LimitOrder('BUY', quantity, price,
algoStrategy="Adaptive",
algoParams=[TagValue(tag='adaptivePriority', value='Normal')],
tif="DAY")
self.wait_for_trade_submitted(self.ib.placeOrder(call_contract, order))
with open(f"logs/{curr_date}-trade.txt", "a") as f:
f.write(f'Bought {quantity} {call_contract.strike}C{call_contract.lastTradeDateOrContractMonth} for {price * 100} each, {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
else:
with open("logs/errors.txt", "a") as f:
f.write(f'Error buying call at {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
elif self._nope_value > self.config["nope"]["short_enter"]:
held_puts = self.get_total_position(portfolio, 'P')
existing_order_quantity = self.get_total_buys(trades, 'P')
total_buys = held_puts + existing_order_quantity
if total_buys < self.config["nope"]["put_limit"]:
contracts = self.find_eligible_contracts(self.SYMBOL, 'P')
# TODO: Implement contract selection from eligible candidates
contract_to_buy = contracts[-self.config["nope"]["put_strike_offset"] - 1]
qualified_contracts = self.ib.qualifyContracts(contract_to_buy)
tickers = self.ib.reqTickers(*qualified_contracts)
if len(tickers) > 0:
price = midpoint_or_market_price(tickers[0])
put_contract = qualified_contracts[0]
if not util.isNan(price):
quantity = self.config["nope"]["put_quantity"]
order = LimitOrder('BUY', quantity, price,
algoStrategy="Adaptive",
algoParams=[TagValue(tag='adaptivePriority', value='Normal')],
tif="DAY")
self.wait_for_trade_submitted(self.ib.placeOrder(put_contract, order))
with open(f"logs/{curr_date}-trade.txt", "a") as f:
f.write(f'Bought {quantity} {put_contract.strike}P{put_contract.lastTradeDateOrContractMonth} for {price * 100} each, {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
else:
with open("logs/errors.txt", "a") as f:
f.write(f'Error buying put at {self._nope_value} | {self._underlying_price} | {curr_dt}\n')
def console_log(self, s):
if self.config["debug"]["verbose"]:
_, curr_dt = get_datetime_for_logging()
print(
s,
f"| {self._nope_value} | {self._underlying_price} | {curr_dt}")