def get_live_table(df, tab='monitor'):
if df.shape[0] > 0:
if tab == 'monitor':
df = df[[
'stock', 'qty', 'TP %', 'SL %', 'algo', 'freq', 'mode',
'state', 'ltp', 'last_processed', 'amount', 'price', 'P&L',
'P&L %', 'Total P&L', 'Total P&L %', 'low', 'sl', 'ltp %',
'tp', 'high'
]]
columns = [{"name": i, "id": i} for i in df.columns]
return df.to_dict('records'), columns
else:
df = df[[
'stock', 'qty', 'TP %', 'SL %', 'algo', 'freq', 'mode', 'state'
]]
columns = [{
"name": 'stock',
"id": 'stock'
}, {
"name": 'qty',
"id": 'qty'
}, {
"name": 'TP %',
"id": 'TP %'
}, {
"name": 'SL %',
"id": 'SL %'
}, {
"name": 'algo',
"id": 'algo'
}, {
"name": 'freq',
"id": 'freq'
}, {
"name": 'mode',
"id": 'mode'
}, {
"name": 'state',
"id": 'state'
}]
live_dropdown = {
'freq': {
'options': [{
'label': '1D',
'value': '1D'
}, {
'label': '1T',
'value': '1T'
}]
}
}
pinfo(live_dropdown)
return df.to_dict('records'), columns
else:
return [], [{}]
def toggle_trade(n1, v):
pinfo(v)
if n1 == 0:
return 'Order Pause', "danger"
if v == 'Order Pause':
live_cache.publish('order_handlerlive', 'pause')
return 'Order Resume', "success"
live_cache.publish('order_handlerlive', 'resume')
return 'Order Pause', "danger"
def buy_bo(symbol, price, trigger, stoploss, squareoff, quantity=1, tag="bot"):
pinfo('%12s'%"BUY BO: "+symbol+", price: "+str('%0.2f'%price)+", squareoff: "+str('%0.2f'%squareoff)+", stoploss: "+str('%0.2f'%stoploss)+", quantity: "+str(quantity))
try:
order_id = kite.place_order(tradingsymbol=symbol, exchange=kite.EXCHANGE_NSE, transaction_type=kite.TRANSACTION_TYPE_BUY,
order_type=kite.ORDER_TYPE_LIMIT, product=kite.PRODUCT_MIS, variety=kite.VARIETY_BO,
quantity=quantity, trigger_price=trigger, price=price,
squareoff=squareoff, stoploss=stoploss, tag=tag )
logger.info("Order placed. ID is: {}".format(order_id))
except Exception as e:
logger.info("Order placement failed: {}".format(e.message))
def squareoff(symbol=None, tag="bot"):
pinfo('%12s'%"Squareoff: "+symbol)
orders_df = pd.DataFrame(kite.orders())
if symbol != None:
open_orders = orders_df[(orders_df['tradingsymbol']==symbol) & (orders_df['status'] == 'TRIGGER PENDING') & (orders_df['tag'] == tag)]
else:
open_orders = orders_df[(orders_df['status'] == 'TRIGGER PENDING') & (orders_df['tag'] == tag)]
for index, row in open_orders.iterrows():
pinfo(row.order_id, row.parent_order_id)
kite.exit_order(variety=kite.VARIETY_BO, order_id=order_id, parent_order_id=parent_order_id)
def add(self, key, reset=False):
hash_key = key + self.hash_postfix
if self.hlen(hash_key) == 0 or reset == True:
pinfo('Reset Cache for: {}'.format(hash_key))
self.hmset(
hash_key, {
'stock': '',
'qty': 0,
'SL %': 0.0,
'TP %': 0.0,
'amount': 0,
'price': 0.0,
'P&L': 0.0,
'P&L %': 0.0,
'Total P&L': 0.0,
'Total P&L %': 0.0,
'low': 0.0,
'sl': 0.0,
'ltp': 0.0,
'ltp %': 0.0,
'tp': 0.0,
'high': 0.0,
'last_processed': 0,
'state': 'INIT',
'mode': 'PAUSE',
'algo': '',
'freq': '1T',
'hdf_freq': 'minute',
'order_id': 0
})
# Trade Log: [{timestamp, buy, sale, amount, profit, cum_profit, W_L, Mode}]
# Amount: -ve for Buy, +ve for sale; W_L: +1 for Win, -1 for Loss; Mode: EN|EX|SL|TP|F
self.set(hash_key + 'Trade',
pd.DataFrame().to_json(orient='columns'))
self.set(hash_key + 'OHLC',
pd.DataFrame().to_json(orient='columns'))
self.set(hash_key + 'TICK',
pd.DataFrame().to_json(orient='columns'))
with pd.HDFStore('data/' + hash_key + 'TICK', mode="w") as f:
pd.DataFrame().to_hdf(f, format='t', key=hash_key + 'TICK')
with pd.HDFStore('data/' + hash_key + 'Trade', mode="w") as f:
pd.DataFrame().to_hdf(f, format='t', key=hash_key + 'Trade')
self.sadd(self.hash_postfix, key)
pinfo('{}=>{}'.format(hash_key, self.hgetall(hash_key)))
def start_backtest(n_clicks, stocks, qty, sl, target, start_date, end_date, algo, freq, algo_name, mode ):
toDate = end_date
fromDate = start_date
try:
pinfo("==========: {} :========".format(session["access_token"]))
except:
perror("Access Token Not found")
#return 0
if n_clicks == 0:
return 0
if len(mode) > 0:
backtest = 'quick'
else:
backtest = 'full'
if not isinstance(stocks,list):
stocks = [stocks]
pdebug1(stocks)
# Step 1: Create the msg for initiating backtest
#pinfo(freq)
backtest_msg={'stock':stocks,'sl':sl,'target':target,'qty':qty,'algo':algo_name,'fromDate':fromDate,'toDate':toDate,'freq':freq, 'mode':backtest}
try:
store_algo(algo, algo_name)
except:
perror('Something went wrong while saving algo')
pdebug1(backtest_msg)
# Step 2: Store the stock name under backtest in the redis cache
for stock in stocks:
backtest_cache.set('stock',stock) #TODO: replace
# Step 4: Done is set to 0: Backtest is in progress, will be resetted by backtest job
backtest_cache.set('done'+cache_type,0)
# Step 5: Send the msg to backtest thread to initiate the back test
pdebug(json.dumps(backtest_msg))
backtest_cache.publish('kite_simulator'+cache_type,json.dumps(backtest_msg))
# Step 6: Return 0 to reset n_intervals count
return 0
def update_trade_log(t, s, p, q, b, e, j):
#pinfo("update_trade_log # 1")
job = session.query(Jobs).filter(Jobs.job_id == j).first()
#pinfo(job.job_id)
#pdebug("{},{},{},{},{},{},{}".format(t,s,p,q,b,e,j))
job.trades.append(
Trades(timestamp=t,
stock=s,
price=p,
qty=q,
buy_or_sell=b,
en_or_ex=e,
order_id=""))
#session.add(trade)
try:
session.commit()
#pinfo("update_trade_log # 2")
except Exception as e:
pinfo(e)
def toggle_trade(n1, n2, d1, d2):
if n2 > 0 and d1 == True: #Trade is onoging: Connected
if is_connected() == True:
live_cache.publish('kite_ticker_handlerlive', 'CLOSE')
pinfo('Stopping Connection')
else:
pinfo("Connection is already closed")
return False, True
elif n1 > 0 and d2 == True: # Trade is stopped: Closed
if is_connected() == False:
live_cache.publish('kite_ticker_handlerlive', 'START')
live_cache.set('Kite_Status', 'connecting')
pinfo('Start Trade')
return True, False
return False, True
def sell_limit(kite, symbol, price, quantity=1, tag='freedom_v2'):
pinfo("S Limit: {}[{}]=> {}".format(symbol, quantity, price))
#return -1
try:
order_id = kite.place_order(tradingsymbol=symbol,
exchange=kite.EXCHANGE_NSE,
transaction_type=kite.TRANSACTION_TYPE_SELL,
quantity=quantity,
order_type=kite.ORDER_TYPE_LIMIT,
product=kite.PRODUCT_MIS,
#trigger_price=round(trigger,1),
#trigger_price=round(price,1),
price=price,
variety=kite.VARIETY_REGULAR,
tag=tag)
pinfo("Order placed. ID is: {}".format(order_id))
return order_id
except:
pinfo("Order placement failed: {}".format(sys.exc_info()[0]))
return -1
def getOrders(kite): # Fetch all orders pinfo(kite.orders()) return pd.DataFrame(kite.orders())
