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weekly_smart_sip_new_jbu423.py
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weekly_smart_sip_new_jbu423.py
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import time
import utils as f
from datetime import datetime, date, timezone
from kite_trade import *
class WeeklySmartSIP:
def __init__(self, *args, broker:KiteApp=None, **kwargs):
self.broker = broker
self.tick_received = False
super().__init__(*args, **kwargs)
[staticmethod]
def time_in_range(start, end, current):
"""Returns whether current is in the range [start, end]"""
return start <= current <= end
[staticmethod]
def is_sip_day():
tdate = date.today()
is_tue_thu = tdate.isoweekday() in [2,4]
start = datetime.now(timezone.utc).replace(hour=9, minute=44, second=0).time()
end = datetime.now(timezone.utc).replace(hour=9, minute=58, second=0).time()
current = datetime.now(timezone.utc).time()
print(f"Weekday : {tdate.strftime('%A')}")
return is_tue_thu and WeeklySmartSIP.time_in_range(start, end, current)
[staticmethod]
def is_avg_down_order(ltp, last_order, sip_data):
if last_order is None:
last_order = {}
last_order['sip_price'] = 0
last_order['avg_down_price'] = 0
avg_down_percent = float(sip_data['avg_down_percent']) / 100
price = last_order['sip_price'] if (last_order['avg_down_price'] == 0) else last_order['avg_down_price']
avg_down_price = price * (1 - avg_down_percent)
percent_away = 0 if avg_down_price == 0 else ((ltp / avg_down_price) - 1) * 100
print('Price : ' + f.bcolors.BOLD + f.bcolors.OKBLUE + str(ltp) + f.bcolors.ENDC)
print('LOP : ' + str(price))
print('ADP : ' + str(avg_down_price))
print('% Away : ' + f.bcolors.BOLD + f.bcolors.OKGREEN + str(round(percent_away, 1)) + '%' + f.bcolors.ENDC)
return ltp <= avg_down_price
def on_ws_ticks(self, ws, ticks):
# print(ticks)
for t in ticks:
inst_token = t['instrument_token']
if inst_token in self.instrument_token_dict.keys():
self.instrument_token_dict[inst_token]['ltp'] = t['last_price']
self.instrument_token_dict[inst_token]['buy'] = t['depth']['buy']
self.instrument_token_dict[inst_token]['sell'] = t['depth']['sell']
self.tick_received = True
print(self.instrument_token_dict)
def on_trading_iteration(self):
# self.load_data()
wks_name = "SIP_JBU423"
sip_dict = f.get_values_from_worksheet(worksheet_name=wks_name)
self.instrument_token_dict = {eval(v['instrument_token']): {'ltp': -1, 'buy': [], 'sell': []} for v in sip_dict.values()}
self.instrument_tokens = list(self.instrument_token_dict.keys())
print(self.instrument_tokens)
self.broker.start_stream(self.on_ws_ticks, self.instrument_tokens)
count = 0
while not self.tick_received:
count += 1
# print(f'Count: {count}')
if count < 5: time.sleep(1)
else: break
if self.tick_received:
for key in sip_dict.keys():
print('- - - - - - - - - - - - - - - - - - -')
skip_job = sip_dict[key]['skip_job'].lower() in ['true', '1', 't', 'y', 'yes']
if skip_job:
print(f'{f.bcolors.WARNING}Skipping run for {key} as skip_job is set..{f.bcolors.ENDC}')
continue
sip_data = sip_dict[key]
exchange_symbol = sip_data['symbol']
exchange = exchange_symbol[:3]
symbol = exchange_symbol[4:]
sip_amount = int(sip_data['sip_amount'])
inst_token = eval(sip_data['instrument_token'])
skip_sip = sip_data['skip_sip'].lower() in ['true', '1', 't', 'y', 'yes']
userId = self.broker.user_id
print(f'{f.bcolors.HEADER}- - {userId} Checking {exchange_symbol} - -{f.bcolors.ENDC}')
is_sip = False if skip_sip else WeeklySmartSIP.is_sip_day()
is_avg_down = False
last_order = {
"id": sip_data['last_order_id'],
"qty": int(sip_data['last_order_qty']),
"sip_price": float(sip_data['last_sip_price']),
"avg_down_price": float(sip_data['last_avg_down_price'])
}
# print(last_order)
ltp = self.instrument_token_dict[inst_token]['ltp']
# if last_order is not None:
is_avg_down = WeeklySmartSIP.is_avg_down_order(ltp, last_order, sip_data)
if is_sip or is_avg_down:
price = self.instrument_token_dict[inst_token]['buy'][0]['price']
price = ltp if price == 0 else price
qty = round(sip_amount / price)
print(f'{f.bcolors.OKGREEN}Placing BUY order for {qty} quantity at {price} price..{f.bcolors.ENDC}')
order_id = self.broker.place_order(variety=self.broker.VARIETY_REGULAR,
exchange=self.broker.EXCHANGE_NSE,
tradingsymbol=symbol,
transaction_type=self.broker.TRANSACTION_TYPE_BUY,
quantity=qty,
product=self.broker.PRODUCT_CNC,
order_type=self.broker.ORDER_TYPE_LIMIT,
price=price,
validity=None,
disclosed_quantity=None,
trigger_price=None,
squareoff=None,
stoploss=None,
trailing_stoploss=None,
tag="TradingPython")
if order_id is not None:
time.sleep(10)
order_history = self.broker.order_history(order_id)
if order_history[-1].get('status') == 'COMPLETE':
order_price = order_history[-1].get('average_price')
price = order_price if is_sip else last_order['sip_price']
qty = order_history[-1].get('filled_quantity')
avg_down_price = order_price if is_avg_down else 0
try:
order_data = {
'last_order_id': order_id,
'last_order_qty': qty,
'last_sip_price': price,
'last_avg_down_price': avg_down_price
}
f.update_values_by_row_key_in_worksheet(key, order_data, worksheet_name=wks_name)
f.notification(f'Bought {exchange_symbol}, Buy Price {str(order_price)} - Quantity {str(qty)}', config['NOTIFICATION_KEY'])
except Exception as ex:
print('error with save order')
print(ex)
else:
print(f'{f.bcolors.WARNING}Skipping run as no tick received.{f.bcolors.ENDC}')
# time.sleep(15)
self.broker.end_stream(self.instrument_tokens)
if __name__ == "__main__":
# config = {
# 'USER_ID': 'SJ0281',
# 'PASSWORD': '',
# 'TOTP_KEY': '',
# 'ACCESS_TOKEN': 'EFmypalwkfU/igrlrUAwjfwjitY/e0xzR327GxVtI+pJTBb6hGEzvuNhdRdxYUOUzE6Re91lYbviTzUDf9Kr+4t5BmBFEyKQ14eytCx2LI7gacSugBBcNg==',
# }
user_id = 'JBU423'
config = f.get_creds_by_user_id(user_id)
enctoken = config["ACCESS_TOKEN"]
try:
broker = KiteApp(enctoken, user_id)
broker.profile()['user_id']
except Exception as ex:
if 'NoneType' in str(ex):
pwd = config["PASSWORD"]
totp_key = config["TOTP_KEY"]
totp = get_totp(totp_key)
enctoken = get_enctoken(user_id, pwd, totp)
broker = KiteApp(enctoken)
f.update_values_by_row_key_in_worksheet(user_id, { 'ACCESS_TOKEN': enctoken })
else: print(f'login error: {str(ex)}')
strategy = WeeklySmartSIP(broker=broker)
# strategy._set_logger()
strategy.on_trading_iteration()