def main(trader):
check_frequency = 60
current = trader.get_last_trade_time()
start_time = datetime.combine(current, dt.time(10,0,0))
end_time = datetime.combine(current, dt.time(15,30,0))
processes = []
while trader.get_last_trade_time() < start_time:
print(f"Checking for market open at {trader.get_last_trade_time()}")
sleep(check_frequency)
processes.extend(run_processes(trader, end_time))
while trader.get_last_trade_time() < end_time:
print(f"Waiting for Market Close @ {trader.get_last_trade_time()}")
sleep(check_frequency)
stop_processes(processes)
for order in trader.get_waiting_list():
trader.submit_cancellation(order)
for t in tickers:
item = trader.get_portfolio_item(t)
if item.get_shares() > 0:
# orders_placed = place_orders(shift.Order.Type.MARKET_SELL, t, int(item.get_shares() / 100))
# # sell = shift.Order(shift.Order.Type.MARKET_SELL,t, int(item.get_shares() / 100)) # Order size in 100's of shares, strictly as an int
# # trader.submit_order(sell)
print(f'CLOSING LONG {t}')
# sleep(1)
sell_long(t, trader)
sleep(1)
sleep(10)
for t in tickers:
item = trader.get_portfolio_item(t)
if item.get_shares() < 0:
# orders_placed = place_orders(shift.Order.Type.MARKET_BUY, t, int(-1* item.get_shares() / 100))
# buy = shift.Order(shift.Order.Type.MARKET_BUY,t, int(-1* item.get_shares() / 100)) # Order size in 100's of shares, strictly as an int
# trader.submit_order(buy)
print(f'CLOSING SHORT {t}')
buy_back_shorted(t, trader)
sleep(1)
sleep(15)
utils.print_portfolio_information(trader)
utils.print_all_submitted_order(trader)
print(trader.get_last_trade_time())
def longer(trader: shift.Trader, tickers):
today = trader.get_last_trade_time()
endTime = dt.time(15, 50, 0)
dayEnd = dt.datetime.combine(today, endTime)
tickSize = 0.01
bp = (trader.get_portfolio_summary().get_total_bp())
dpa = bp / float(len(tickers))
for t in tickers:
lastPrice = trader.get_last_price(t)
while lastPrice == 0:
lastPrice = trader.get_last_price(t)
s = int((dpa / lastPrice) / 100)
for i in range(0, s):
# limitBuyPrice = lastPrice - tickSize
limit_sell = shift.Order(shift.Order.Type.MARKET_BUY, t, 1)
trader.submit_order(limit_sell)
while trader.get_last_trade_time() < dayEnd:
time.sleep(1)
for order in trader.get_waiting_list():
trader.submit_cancellation(order)
for t in tickers:
print(t)
lastPrice = trader.get_last_price(t)
item = trader.get_portfolio_item(t)
if item.get_shares() > 0:
sell = shift.Order(
shift.Order.Type.MARKET_SELL, t,
int(item.get_shares() /
100)) # Order size in 100's of shares, strictly as an int
trader.submit_order(sell)
elif item.get_shares() < 0:
buy = shift.Order(
shift.Order.Type.MARKET_BUY, t,
int(-1 * item.get_shares() /
100)) # Order size in 100's of shares, strictly as an int
trader.submit_order(buy)
print(f'submitted buy for {t}')
time.sleep(15)
utils.print_portfolio_information(trader)
utils.print_all_submitted_order(trader)
print(trader.get_last_trade_time())
return
def routine_summary(trader: shift.Trader, end_time):
# today = trader.get_last_trade_time()
# endTime = dt.time(9, 50, 0)
# dayEnd = dt.datetime.combine(today, endTime)
# rightNow = trader.get_last_trade_time()
while trader.get_last_trade_time() < end_time:
print(f"----------{trader.get_last_trade_time()}-------------")
utils.print_all_submitted_order(trader)
utils.print_portfolio_information(trader)
# print("-----–ASK–-----")
# utils.print_ask_order_book(trader)
# print("------BID–-----")
# utils.print_bid_order_book(trader)
ct = dt.datetime.now()
print("current time:-", ct)
time.sleep(3)
return 0
def main(trader):
manager = Manager()
list_of_shared_dicts = manager.list()
list_of_shared_dicts.append({})
state = list_of_shared_dicts[0]
keys_in_state = [candles_key]
for key in keys_in_state:
state[key] = manager.dict()
for ticker in tickers:
if key == candles_key:
state[key].setdefault(ticker, [])
check_frequency = 60
current = trader.get_last_trade_time()
start_time = datetime.combine(current, dt.time(9, 52, 0))
end_time = datetime.combine(current, dt.time(15, 30, 0))
processes = []
for ticker in tickers:
# 1 thread per ticker getting price data & saving it
processes.append(
Thread(target=build_candles,
args=(ticker, trader, state, end_time)))
# run_save_prices(ticker, trader, state)
for process in processes:
process.start()
print(f"{len(processes)} processes created for run_save_prices")
while trader.get_last_trade_time() < start_time:
print(f"Checking for market open at {trader.get_last_trade_time()}")
sleep(check_frequency)
processes.extend(run_processes(trader, state, end_time))
while trader.get_last_trade_time() < end_time:
print(f"Waiting for Market Close @ {trader.get_last_trade_time()}")
sleep(check_frequency)
stop_processes(processes)
for order in trader.get_waiting_list():
trader.submit_cancellation(order)
for t in tickers:
item = trader.get_portfolio_item(t)
if item.get_shares() > 0:
# orders_placed = place_orders(shift.Order.Type.MARKET_SELL, t, int(item.get_shares() / 100))
# # sell = shift.Order(shift.Order.Type.MARKET_SELL,t, int(item.get_shares() / 100)) # Order size in 100's of shares, strictly as an int
# # trader.submit_order(sell)
print(f'CLOSING LONG {t}')
# sleep(1)
sell_long(t, trader)
sleep(1)
sleep(10)
for t in tickers:
item = trader.get_portfolio_item(t)
if item.get_shares() < 0:
# orders_placed = place_orders(shift.Order.Type.MARKET_BUY, t, int(-1* item.get_shares() / 100))
# buy = shift.Order(shift.Order.Type.MARKET_BUY,t, int(-1* item.get_shares() / 100)) # Order size in 100's of shares, strictly as an int
# trader.submit_order(buy)
print(f'CLOSING SHORT {t}')
buy_back_shorted(t, trader)
sleep(1)
sleep(15)
utils.print_portfolio_information(trader)
utils.print_all_submitted_order(trader)
print(trader.get_last_trade_time())