def risk_sell(stock, api):
account = api.get_account()
money_on_account = float(account.buying_power)
df, time = get_dataframe(stock, 100)
atr = get_last_ATR(df)
price = get_last_price(df, 'c')
percent_risk = 0.05
price_pos = 0
general_risk = 0
positions = api.list_positions()
orders = api.list_orders()
for stock in positions:
price_pos = stock.avg_entry_price
stop_price = list(filter(lambda x: x.symbol == stock.symbol, orders))[0].stop_price
qty = stock.qty
risk = (float(price_pos) - float(stop_price)) *int(qty)
general_risk += risk
if general_risk <= money_on_account * percent_risk:
stop = price + 2 * atr
onePercentFromTotal = money_on_account * 0.01
return stop, onePercentFromTotal / (2 * atr)
else:
return 0,0
def stop_loss_sell(stock, api):
df, time = get_dataframe(stock, 100)
atr = get_last_ATR(df)
price = get_last_price(df, 'c')
stop = price - 2 * atr
return stop
def workplace():
clock = api.get_clock()
close = clock.next_close - clock.timestamp
if clock.is_open:
if close.total_seconds() > 900:
try:
replace_stop_loss(api)
except Exception as error:
print(error)
watch_list = api.get_watchlists()
watch_list = watch_list[0].id
mylist = api.get_watchlist(watch_list)
dif_symbols = len(mylist.assets)
print('Number of symbols: ', dif_symbols)
for each in mylist.assets:
unit = each['symbol']
print('Symbol: ', unit)
account = api.get_account()
df = get_dataframe(unit, 100)
price = get_last_price(df[0], 'c')
print('Current price: ', price)
todo = check_indicator(df[0], 'hhll')
trend = df[0].iloc[-1]['trend']
if (trend == 'Buy' and todo == 'Buy'):
todo = 'Buy'
elif (trend == 'Sell' and todo == 'Sell'):
todo = 'Sell'
else:
todo = 'Skip'
print('Action: ', todo)
stop_price, qnty = risk(todo, unit, api)
qnty = int(qnty)
print('Stop price: ', stop_price)
print('Quantity: ', int(qnty))
total = qnty * price
money = float(account.buying_power)
if total > money:
qnty = int(money / price)
if (qnty > 0):
try:
api.submit_order(symbol=unit,
qty=int(qnty / dif_symbols),
side=todo.lower(),
type='market',
time_in_force='gtc',
order_class='oto',
stop_loss={'stop_price': stop_price})
except Exception as error:
print(error)
else:
api.close_all_positions()
api.cancel_all_orders()
else:
print('Рынок закрыт')