def main():
if len(sys.argv) != NO_OF_PARAMS:
print "Invalid number of parameters"
print "./calculate_profit.py csv_file"
PL = int(0)
lot_size_dict = utils.get_fno_dict()
fp = open(sys.argv[1])
count = int(0)
#TODO: Format output
print "------------------------------------------"
for row in fp:
if (count == int(0)):
count = count + int(1)
continue
li = row.split(",")
try:
lot_size = lot_size_dict[li[1]]
except KeyError:
count = count + int(1)
continue
lot_size = lot_size_dict[li[1]]
current_pl = float(float(li[5]) * int(lot_size))
print li[1], " = ", current_pl
count = count + int(1)
PL = float(PL) + float(current_pl)
print "------------------------------------------"
print "Total P/L = ", PL
print "------------------------------------------"
def simulate(filename):
count = int(0)
fno_dict = utils.get_fno_dict()
fp = open(filename)
for each in fp:
each = each.split(",")
if each[1] != "EQ":
continue
# only take scrips whose price is greater than 100 and less than 2000
if float(each[3]) > float(2000):
continue
if float(each[3]) < float(200):
continue
if each[0] in fno_dict:
count = count + int(1)
generate_orders(each[0], base_dict[each[0]], each[2])
print "Count = ", count
def main():
print "Executing CBO Algo for Equities"
print "-------------------------------"
global fno_dict, base_dict, config_dict, orders
inst_token = []
#TODO: Add argparser for validating input
if len(sys.argv) < NO_OF_PARAMS:
print "Invalid number of params"
#return
# read config file
config_dict = utils.read_config_file()
# get list of fno
fno_dict = utils.get_fno_dict()
# get yesterdays high low
base_dict = get_yesterdays_ohlc(sys.argv[1])
'''
#simulate(sys.argv[2])
#return
#open kite connection
if len(sys.argv) == int(NO_OF_PARAMS) + int(1):
request_token = sys.argv[2]
else:
request_token = None
#kite = kite_utils.kite_login(request_token)
config = ConfigParser.ConfigParser()
config.read(config_dict['data_access'])
access_token = config.get('MAIN','DATA_ACCESS_TOKEN')
#my_api = "yvyxm4vynkq1pj8q"
#my_api_secret = "53ekyylrx3orbb85l8isj4o291o22g31"
my_api = str(config_dict['kite_api_key'])
my_api_secret = str(config_dict['kite_api_secret'])
kite = KiteConnect(api_key=my_api)
url = kite.login_url()
# Redirect the user to the login url obtained
# from kite.login_url(), and receive the request_token
# from the registered redirect url after the login flow.
# Once you have the request_token, obtain the access_token
# as follows.
# sys.argv[1] is access token that we get from login
if request_token == None:
kite.set_access_token(access_token)
else:
data = kite.generate_session(request_token, api_secret=my_api_secret)
kite.set_access_token(data["access_token"])
access_token = data["access_token"]
config.set('MAIN','DATA_ACCESS_TOKEN', data["access_token"])
with open(config_dict['data_access'], 'wb') as configfile:
config.write(configfile)
prit kite
'''
kite = kite_utils.login_kite(None)
# get instrument list
quote_list = []
data = kite.instruments("NSE")
for each in fno_dict:
for instrument in data:
if each == instrument['tradingsymbol']:
entry = "NSE:" + str(instrument['tradingsymbol'])
quote_list.append(entry)
# open file to write buy/sell orders
fp = open(config_dict['cbo_seed_file'], "w")
# write header
outstring = "########################################################################################\n"
fp.write(outstring)
outstring = "# CBO file generated for " + time.strftime("%c") +"\n"
fp.write(outstring)
outstring = "########################################################################################\n"
fp.write(outstring)
count = int(0)
quotes = kite.quote(quote_list)
for each in quotes:
scrip = each.split(":")[1].strip("\n")
if float(quotes[each]["ohlc"]["open"]) < float(config_dict['start_price']):
continue
if float(quotes[each]["ohlc"]["open"]) > float(config_dict['end_price']):
continue
count = int(count) + int(1);
buy, sell = generate_orders(scrip, base_dict[scrip], quotes[each]['ohlc']['open'])
if (buy != None):
fp.write(buy)
if (sell != None):
fp.write(sell)
fp.close()
# push all the orders
order_list = []
fp = open(config_dict['cbo_seed_file'])
for each in fp:
#ignore line starting with #
if each.startswith("#"):
continue
each = each.rstrip()
order_list.append(each.split(" "))
fp.close()
print "----------------------------------------------------------------"
print order_list
print "----------------- End of order list ----------------------------"
for each in order_list:
try:
print each
order_id = kite.place_order(
tradingsymbol=str(each[SCRIP_ID]),
exchange="NSE",
transaction_type=str(each[ACTION_ID]),
quantity=1,
order_type="SL",
product="BO",
price = float(each[PRICE_ID]),
trigger_price = float(each[TRIGGER_ID]),
squareoff = float(each[TARGET_ID]),
stoploss = float(each[STOPLOSS_ID]),
variety = "bo",
validity = "DAY"
)
logging.info("Order placed. ID is: {}".format(order_id))
except Exception as e:
logging.info("Order placement failed: {}".format(e.message))
def main():
print "Executing CBO Algo for Equities"
print "-------------------------------"
global kite
global fno_dict, base_dict, config_dict, orders
global scrip_map, sub_list
global order_dict
inst_token = []
#TODO: Add argparser for validating input
if len(sys.argv) < NO_OF_PARAMS:
print "Invalid number of params"
#return
# read config file
config_dict = utils.read_config_file()
# get list of fno
fno_dict = utils.get_fno_dict()
# get yesterdays high low
base_dict = get_yesterdays_ohlc(sys.argv[1])
#get kite object
api_key, access_token, kite = kite_utils.login_kite(None)
# get instrument list, create quote subscription list and
# mapping between instrument token and tradingsymbol
quote_list = []
data = kite.instruments("NSE")
for each in fno_dict:
for instrument in data:
if each == instrument['tradingsymbol']:
entry = "NSE:" + str(instrument['tradingsymbol'])
quote_list.append(entry)
# sub list for subscribing to the quotes
sub_list.append(int(instrument['instrument_token']))
#mapping dictionary for token and trading symbol
scrip_map[int(instrument['instrument_token'])] = str(instrument['tradingsymbol'])
print scrip_map
# open file to write buy/sell orders
fp = open(config_dict['cbo_seed_file'], "w")
# write header
utils.write_header(fp, "CBO")
# Generate order file
count = int(0)
quotes = kite.quote(quote_list)
for each in quotes:
scrip = each.split(":")[1].strip("\n")
if scrip not in base_dict:
continue
if float(quotes[each]["ohlc"]["open"]) < float(config_dict['start_price']):
continue
if float(quotes[each]["ohlc"]["open"]) > float(config_dict['end_price']):
continue
count = int(count) + int(1);
buy, sell = generate_orders(scrip, base_dict[scrip], quotes[each]['ohlc']['open'])
if (buy != None):
fp.write(buy)
if (sell != None):
fp.write(sell)
fp.close()
# create dictionary for active orders
curr_order = kite.orders()
print "------------------------------------------------"
print curr_order
print "------------------------------------------------"
# push all the orders
order_list = []
order_dict = {}
fp = open(config_dict['cbo_seed_file'])
for each in fp:
#ignore line starting with #
if each.startswith("#"):
continue
each = each.rstrip()
line = each.split(" ")
scrip = line[SCRIP_ID]
action = line[ACTION_ID]
price = line[PRICE_ID]
t_price = line[TRIGGER_ID]
target = line[TARGET_ID]
stoploss = line[STOPLOSS_ID]
live_price = line[LIVE_PRICE_ID]
if line[SCRIP_ID] not in order_dict:
order_dict[scrip] = {}
order_dict[scrip][action] = {}
else:
order_dict[scrip][action] = {}
order_dict[scrip][action]['price'] = price
order_dict[scrip][action]['trigger_price'] = t_price
order_dict[scrip][action]['target'] = target
order_dict[scrip][action]['stoploss'] = stoploss
order_dict[scrip][action]['flag'] = 0
order_dict[scrip][action]['live_price'] = live_price
fp.close()
print "----------------------------------------------------------------"
print order_dict
print "----------------- End of order list ----------------------------"
kws = KiteTicker(api_key, access_token, debug=False)
kws.on_ticks = on_ticks
kws.on_connect = on_connect
kws.on_close = on_close
kws.on_error = on_error
kws.on_noreconnect = on_noreconnect
kws.on_reconnect = on_reconnect
kws.on_order_update = on_order_update
kws.connect()
def main():
print "Main"
global kite
global fno_dict, base_dict, config_dict, orders
global scrip_map, sub_list
global order_dict
global fno_mapping
global order_dict
#TODO: Add argparser for validating input
# read config file
config_dict = utils.read_config_file()
# get list of fno
fno_dict = utils.get_fno_dict()
#get kite object
api_key, access_token, kite = kite_utils.login_kite(None)
# get instrument list, create quote subscription list and
# mapping between instrument token and tradingsymbol
quote_list = []
data = kite.instruments("NSE")
for each in fno_dict:
for instrument in data:
if each == instrument['tradingsymbol']:
entry = "NSE:" + str(instrument['tradingsymbol'])
quote_list.append(entry)
# sub list for subscribing to the quotes
sub_list.append(int(instrument['instrument_token']))
#mapping dictionary for token and trading symbol
scrip_map[int(instrument['instrument_token'])] = str(
instrument['tradingsymbol'])
# Generate order file
count = int(0)
quotes = kite.quote(quote_list)
for each in quotes:
scrip = each.split(":")[1].strip("\n")
if scrip not in fno_dict:
continue
if float(quotes[each]["ohlc"]["open"]) < float(
config_dict['start_price']):
continue
if float(quotes[each]["ohlc"]["open"]) > float(
config_dict['end_price']):
continue
count = int(count) + int(1)
if quotes[each]['ohlc']['open'] == quotes[each]['ohlc']['low']:
diff = float(quotes[each]['ohlc']['high']) - float(
quotes[each]['ohlc']['low'])
percentage = float(quotes[each]['ohlc']['open']) * float(0.007)
if float(percentage) < float(diff):
print each
if quotes[each]['ohlc']['open'] == quotes[each]['ohlc']['high']:
diff = float(quotes[each]['ohlc']['high']) - float(
quotes[each]['ohlc']['low'])
percentage = float(quotes[each]['ohlc']['open']) * float(0.007)
if float(percentage) < float(diff):
print each
def main():
print "Executing CBO Algo for Equities"
print "-------------------------------"
global fno_dict
global base_dict
global config_dict
global orders
global sub_list
global fno_mapping
global order_dict
#TODO: Add argparser for validating input
if len(sys.argv) < NO_OF_PARAMS:
print "Invalid number of params"
return
# read config file
config_dict = utils.read_config_file()
# get list of fno
fno_dict = utils.get_fno_dict()
# get yesterdays high low
base_dict = get_yesterdays_fno_ohlc(sys.argv[1])
#simulate(sys.argv[2])
#open kite connection
if len(sys.argv) == int(NO_OF_PARAMS) + int(1):
request_token = sys.argv[2]
else:
request_token = None
#api_key, access_token, kite = kite_utils.kite_login(request_token)
# get instrument list
quote_list = []
data = kite.instruments("NFO")
for each in data:
if each['instrument_type'] != 'FUT':
continue
if config_dict['contract_str'] not in each['tradingsymbol']:
continue
entry = "NFO:" + str(each['tradingsymbol'])
quote_list.append(entry)
sub_list.append(int(each['instrument_token']))
fno_mapping[int(each['instrument_token'])] = str(each['tradingsymbol'])
print "=============================="
print fno_mapping
print "=============================="
# open file to write buy/sell orders
fp = open(config_dict['cbo_fno_seed_file'], "w")
count = int(0)
quotes = kite.quote(quote_list)
for each in quotes:
scrip = each.split(":")[1].strip("\n")
m = re.search("\d", scrip)
if m:
scrip = scrip[:m.start()]
if float(quotes[each]["ohlc"]["open"]) < float(
config_dict['start_price']):
continue
if float(quotes[each]["ohlc"]["open"]) > float(
config_dict['end_price']):
continue
count = int(count) + int(1)
if scrip in base_dict:
scrip_fno = scrip + "18MARFUT"
print scrip_fno
buy, sell = generate_orders(scrip, base_dict[scrip],
quotes[each]['ohlc']['open'])
if (buy != None):
buy_dict = {}
each = buy.split(" ")
buy_dict['price'] = each[2]
buy_dict['target'] = float(
utils.get_floating_value(float(each[2]) + float(each[4])))
buy_dict['stoploss'] = float(
utils.get_floating_value(float(each[2]) - float(each[5])))
buy_dict['trade_active'] = False
order_dict[scrip_fno] = {}
order_dict[scrip_fno]['buy'] = buy_dict
fp.write(buy)
if (sell != None):
sell_dict = {}
each = sell.split(" ")
sell_dict['price'] = each[2]
sell_dict['target'] = float(
utils.get_floating_value(float(each[2]) - float(each[4])))
sell_dict['stoploss'] = float(
utils.get_floating_value(float(each[2]) + float(each[5])))
sell_dict['trade_active'] = False
order_dict[scrip_fno]['sell'] = sell_dict
fp.write(sell)
fp.close()
print "-------------------------------------------------------"
print order_dict
print "-------------------------------------------------------"
kws = KiteTicker(api_key, access_token, debug=False)
kws.on_ticks = on_ticks
kws.on_connect = on_connect
kws.on_close = on_close
kws.on_error = on_error
kws.on_noreconnect = on_noreconnect
kws.on_reconnect = on_reconnect
kws.on_order_update = on_order_update
kws.connect()
