def process(self):
now = datetime.now()
if now < self.startTimestamp:
return
if len(self.trades) >= self.maxTradesPerDay:
return
# Get current market price of Nifty Future
#futureSymbol = Utils.prepareMonthlyExpiryFuturesSymbol('BANKNIFTY')
futureSymbol = 'NIFTY BANK'
quote = Quotes.getStrikePrice(futureSymbol)
if quote == None:
logging.error('%s: Could not get quote for %s', self.getName(),
futureSymbol)
return
ATMStrike = Utils.getNearestStrikePrice(quote, 100)
logging.info('%s: %s = %f, ATMStrike = %d', self.getName(),
futureSymbol, quote, ATMStrike)
ATMCESymbol = Utils.prepareWeeklyOptionsSymbol("BANKNIFTY", ATMStrike,
'CE')
ATMPESymbol = Utils.prepareWeeklyOptionsSymbol("BANKNIFTY", ATMStrike,
'PE')
logging.info('%s: ATMCESymbol = %s, ATMPESymbol = %s', self.getName(),
ATMCESymbol, ATMPESymbol)
# create trades
self.generateTrades(ATMCESymbol, ATMPESymbol)
def process(self):
now = datetime.now()
if now < self.startTimestamp:
return
if len(self.trades) >= self.maxTradesPerDay:
return
# Get current market price of Nifty Future
futureSymbol = Utils.prepareMonthlyExpiryFuturesSymbol('NIFTY')
quote = self.getQuote(futureSymbol)
if quote == None:
logging.error('%s: Could not get quote for %s', self.getName(), futureSymbol)
return
ATMStrike = Utils.getNearestStrikePrice(quote.lastTradedPrice, 50)
logging.info('%s: Nifty CMP = %f, ATMStrike = %d', self.getName(), quote.lastTradedPrice, ATMStrike)
ATMPlus50CESymbol = Utils.prepareWeeklyOptionsSymbol("NIFTY", ATMStrike + 50, 'CE')
ATMMinus50PESymbol = Utils.prepareWeeklyOptionsSymbol("NIFTY", ATMStrike - 50, 'PE')
logging.info('%s: ATMPlus50CE = %s, ATMMinus50PE = %s', self.getName(), ATMPlus50CESymbol, ATMMinus50PESymbol)
# create trades
self.generateTrades(ATMPlus50CESymbol, ATMMinus50PESymbol)
def strikeRunner():
# Get current market price of Nifty Future
#futureSymbol = Utils.prepareMonthlyExpiryFuturesSymbol('BANKNIFTY')
strikesFilepath = 'G:\Algo Trading\python\git\python-deploy\stikes\stikes.json'
#quote = Quotes.getQuote(futureSymbol,True)
futureSymbol = 'NIFTY BANK'
quote = Quotes.getStrikePrice(futureSymbol)
if quote == None:
logging.error('OptionBuyingStrategy: Could not get quote for %s',
futureSymbol)
return
ATMStrike = Utils.getNearestStrikePrice(quote, 100)
logging.info(
'OptionBuyingStrategy: Bank Nifty CMP = %f, ATMStrike = %d', quote,
ATMStrike)
initialATMStrike = ATMStrike + 100
OptionBuyingStrategy.trades = []
OptionBuyingStrategy.loadAndUpdateStrikesFromFile(strikesFilepath)
if (len(OptionBuyingStrategy.trades) == 0):
logging.info(
"As strikes data is empty , it will be added to the file")
# Increment from current ATM strike price to find strike that condition met to CE strike
while True:
optionQuote = Quotes.getOptionBuyingQuote(
Utils.prepareWeeklyOptionsSymbol("BANKNIFTY",
initialATMStrike, 'CE'),
True)
if (OptionBuyingStrategy.isWithinTradingRange(
optionQuote.low)):
OptionBuyingStrategy.trades.append(optionQuote)
message = "{0} : low is {1} satisfies to trade".format(
optionQuote.tradingSymbol, optionQuote.low)
Utils.sendMessageTelegramBot(message)
logging.info(message)
break
initialATMStrike = initialATMStrike + 100
# Increment from current ATM strike price to find strike that condition met to PE strike
initialATMStrike = ATMStrike - 100
while True:
optionQuote = Quotes.getOptionBuyingQuote(
Utils.prepareWeeklyOptionsSymbol("BANKNIFTY",
initialATMStrike, 'PE'),
True)
if (OptionBuyingStrategy.isWithinTradingRange(
optionQuote.low)):
OptionBuyingStrategy.trades.append(optionQuote)
message = "{0} : low is {1} satisfies to trade".format(
optionQuote.tradingSymbol, optionQuote.low)
Utils.sendMessageTelegramBot(message)
logging.info(message)
break
initialATMStrike = initialATMStrike - 100
with open(strikesFilepath, 'w') as tFile:
json.dump(OptionBuyingStrategy.trades,
tFile,
indent=2,
cls=TradeEncoder)
message = "Option details are saved to file successfully, it will be updated regularly"
Utils.sendMessageTelegramBot(message)
OptionBuyingStrategy.loadAndUpdateStrikesFromFile(strikesFilepath)
else:
logging.info("Update the low Price ")
