YHT_3_SUPERTREND_Combo_4_11_2020.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-04T06:30:06.659477Z",
     "start_time": "2020-11-04T06:29:39.403079Z"
    },
    "execution": {
     "iopub.execute_input": "2020-10-27T17:34:20.309Z",
     "iopub.status.busy": "2020-10-27T17:34:20.299Z",
     "iopub.status.idle": "2020-10-27T17:35:57.730Z",
     "shell.execute_reply": "2020-10-27T17:35:57.845Z"
    }
   },
   "outputs": [],
   "source": [
    "########## auto login ############\n",
    "import login\n",
    "from login import *\n",
    "import pandas as pd\n",
    "from loguru import logger\n",
    "logger.add(\"./logs/SUPERTREND_logs_{time}.log\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-04T06:33:11.587572Z",
     "start_time": "2020-11-04T06:33:11.584265Z"
    }
   },
   "outputs": [],
   "source": [
    "# # #######################\n",
    "# # # MANUAL LOGIN-1 of 1 #\n",
    "# # #######################\n",
    "\n",
    "# import logging\n",
    "# from kiteconnect import KiteConnect\n",
    "# logging.basicConfig(level=logging.ERROR)\n",
    "# import threading\n",
    "# kite = KiteConnect(api_key=\"w19o0chuo929jxkp\")\n",
    "# import joblib\n",
    "# kite = joblib.load('kitefile.p')\n",
    "# print(kite.login_url())\n",
    "# mytoken = input('Enter Token Here : ')  \n",
    "# data = kite.generate_session(mytoken,api_secret=\"gsw8ps17ex7lf3cuji4prfnwb4vlyr4y\")\n",
    "# kite.set_access_token(data[\"access_token\"])\n",
    "# import joblib\n",
    "# joblib.dump(kite,'kitefile.p')\n",
    "# import act\n",
    "# from act import *\n",
    "# api_k = \"w19o0chuo929jxkp\"  # api_key\n",
    "# api_s = \"gsw8ps17ex7lf3cuji4prfnwb4vlyr4y\"  # api_secret\n",
    "# my_ret_token = get_login(api_k, api_s)\n",
    "# kws = KiteTicker(\"w19o0chuo929jxkp\", my_ret_token)\n",
    "# from loguru import logger\n",
    "# logger.add(\"hedging_logs.log\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-04T06:33:13.555798Z",
     "start_time": "2020-11-04T06:33:13.530746Z"
    },
    "execution": {
     "iopub.execute_input": "2020-10-27T17:35:57.783Z",
     "iopub.status.busy": "2020-10-27T17:35:57.768Z",
     "iopub.status.idle": "2020-10-27T17:35:57.824Z",
     "shell.execute_reply": "2020-10-27T17:35:57.852Z"
    }
   },
   "outputs": [],
   "source": [
    "logger.debug(\"Parameters : \")\n",
    "#### NEW VERSION #####################################################\n",
    "fullquant = 10\n",
    "symbol_ip = 'USDINR20NOVFUT'  # USDINR20OCTFUT / GBPINR20OCTFUT / EURINR20OCTFUT / JPYINR20OCTFUT\n",
    "inst_token = 780803  # 690691(USD) / 490755(GBP) / 278019(EUR) / 690435(JPY)\n",
    "order_type = 'NRML'\n",
    "exchange_type = kite.EXCHANGE_CDS\n",
    "supertrend_period1 = 9\n",
    "supertrend_multiplier1=2.0\n",
    "supertrend_period2 = 14\n",
    "supertrend_multiplier2=3.0\n",
    "supertrend_period3 = 10\n",
    "supertrend_multiplier3=3.0\n",
    "\n",
    "#######################################################################\n",
    "logger.debug(\"fullquant : \" + str(fullquant))\n",
    "logger.debug(\"symbol_ip : \" + str(symbol_ip))\n",
    "logger.debug(\"inst_token : \" + str(inst_token))\n",
    "logger.debug(\"order_type : \" + str(order_type))\n",
    "logger.debug(\"supertrend_period1 : \" + str(supertrend_period1))\n",
    "logger.debug(\"supertrend_multiplier1 : \" + str(supertrend_multiplier1))\n",
    "logger.debug(\"supertrend_period2 : \" + str(supertrend_period2))\n",
    "logger.debug(\"supertrend_multiplier2 : \" + str(supertrend_multiplier2))\n",
    "logger.debug(\"supertrend_period3 : \" + str(supertrend_period3))\n",
    "logger.debug(\"supertrend_multiplier3 : \" + str(supertrend_multiplier3))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-04T06:33:15.163273Z",
     "start_time": "2020-11-04T06:33:15.156596Z"
    }
   },
   "outputs": [],
   "source": [
    "######## CHECK QTY #############\n",
    "myquantity = 0\n",
    "def getquant():\n",
    "    logger.debug(\"getquant : \")\n",
    "    global myquantity, order_type, symbol_ip\n",
    "    allpos = kite.positions()['net']\n",
    "    for i in range(len(allpos)):\n",
    "        if (allpos[i]['tradingsymbol'] == symbol_ip\n",
    "                and allpos[i]['product'] == order_type):\n",
    "            myquantity = allpos[i]['quantity']\n",
    "            print('My Quantity : ' + str(allpos[i]['quantity']))\n",
    "    logger.debug(\"My Quantity : \" + str(myquantity))\n",
    "    return myquantity\n",
    "# getquant()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-04T07:12:19.970799Z",
     "start_time": "2020-11-04T07:12:18.894753Z"
    }
   },
   "outputs": [],
   "source": [
    "############### tesating block SUPER-TREND ########################\n",
    "import datetime\n",
    "import pandas_ta as ta\n",
    "candle_interval='5minute'\n",
    "# · minute\n",
    "# · 3minute\n",
    "# · 5minute\n",
    "# · #10minute\n",
    "# · #15minute\n",
    "# · #30minute\n",
    "# · #60minute\n",
    "# · #day\n",
    "def calc_super():\n",
    "    old_lst = []\n",
    "    interval = candle_interval\n",
    "    todaydt = datetime.date.today()\n",
    "    hud_ago = todaydt - datetime.timedelta(days=6)\n",
    "    to_date = datetime.date.isoformat(todaydt)\n",
    "    from_date = datetime.date.isoformat(hud_ago)\n",
    "    for i2 in range(1):\n",
    "        new_lst = kite.historical_data(inst_token,\n",
    "                                       from_date,\n",
    "                                       to_date,\n",
    "                                       interval,\n",
    "                                       continuous=False)\n",
    "        old_lst = new_lst + old_lst\n",
    "        todaydt = todaydt - datetime.timedelta(days=7)\n",
    "        hud_ago = hud_ago - datetime.timedelta(days=7)\n",
    "        to_date = datetime.date.isoformat(todaydt)\n",
    "        from_date = datetime.date.isoformat(hud_ago)\n",
    "    #         print(len(old_lst))\n",
    "\n",
    "    mydf = pd.DataFrame(old_lst)\n",
    "    mydata1 = mydf.ta.supertrend(multiplier=supertrend_multiplier1, length=supertrend_period1)\n",
    "    mydata2 = mydf.ta.supertrend(multiplier=supertrend_multiplier2, length=supertrend_period2)\n",
    "    mydata3 = mydf.ta.supertrend(multiplier=supertrend_multiplier3, length=supertrend_period3)\n",
    "\n",
    "    st1 = mydata1[-1:]['SUPERTd_9_2.0']\n",
    "    st2 = mydata2[-1:]['SUPERTd_14_3.0']\n",
    "    st3 = mydata3[-1:]['SUPERTd_10_3.0']\n",
    "    st_total = st1 + st2 + st3\n",
    "    logger.debug(\"st_total : \" + str(st_total))\n",
    "    print('st_total : ' + str(st_total))\n",
    "    return st_total\n",
    "    \n",
    "calc_super()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-03T09:34:23.740278Z",
     "start_time": "2020-11-03T09:34:09.606Z"
    }
   },
   "outputs": [],
   "source": [
    "########### place order ###########\n",
    "stopbuy = False\n",
    "stopsell = False\n",
    "\n",
    "def placeneworder(quantdiff, price_ip):\n",
    "    '''placeneworder(quantdiff,price_ip)'''\n",
    "    logger.debug('placeneworder @ (' + str(quantdiff) + ',' + str(price_ip) +\n",
    "                 ')')\n",
    "    global stopbuy, stopsell, order_type, symbol_ip, exchange_type\n",
    "    myquantity=getquant()\n",
    "    if (quantdiff > 0 and stopbuy == False):\n",
    "        try:\n",
    "            order_id = kite.place_order(\n",
    "                tradingsymbol=symbol_ip,\n",
    "                exchange=exchange_type,\n",
    "                transaction_type=kite.TRANSACTION_TYPE_BUY,\n",
    "                quantity=abs(quantdiff),\n",
    "                price=price_ip,\n",
    "                order_type=kite.ORDER_TYPE_MARKET\n",
    "                if price_ip == 0 else kite.ORDER_TYPE_LIMIT,\n",
    "                variety=kite.VARIETY_REGULAR,\n",
    "                product=kite.PRODUCT_MIS\n",
    "                if order_type == 'MIS' else kite.PRODUCT_NRML)\n",
    "            stopsell = False\n",
    "            logger.debug('Order Successfully Placed @ ' + str(order_type) +\n",
    "                         ' ' + str(quantdiff) + ' ' + str(price_ip))\n",
    "            getquant()\n",
    "            return True\n",
    "        except Exception as e:\n",
    "            stopbuy = False\n",
    "            print(e)\n",
    "            logger.debug('Order Rejected For @ ' + str(order_type) + ' ' +\n",
    "                         str(quantdiff) + ' ' + str(price_ip))\n",
    "            getquant()\n",
    "            return False\n",
    "    if (quantdiff < 0 and stopsell == False):\n",
    "        try:\n",
    "            order_id = kite.place_order(\n",
    "                tradingsymbol=symbol_ip,\n",
    "                exchange=exchange_type,\n",
    "                transaction_type=kite.TRANSACTION_TYPE_SELL,\n",
    "                quantity=abs(quantdiff),\n",
    "                price=price_ip,\n",
    "                order_type=kite.ORDER_TYPE_MARKET\n",
    "                if price_ip == 0 else kite.ORDER_TYPE_LIMIT,\n",
    "                variety=kite.VARIETY_REGULAR,\n",
    "                product=kite.PRODUCT_MIS\n",
    "                if order_type == 'MIS' else kite.PRODUCT_NRML)\n",
    "            stopbuy = False\n",
    "            logger.debug('Order Successfully Placed @ ' + str(order_type) +\n",
    "                         ' ' + str(quantdiff) + ' ' + str(price_ip))\n",
    "            getquant()\n",
    "            return True\n",
    "        except Exception as e:\n",
    "            stopsell = True\n",
    "            print(e)\n",
    "            logger.debug('Order Rejected For @ ' + str(order_type) + ' ' +\n",
    "                         str(quantdiff) + ' ' + str(price_ip))\n",
    "            getquant()\n",
    "            return False\n",
    "\n",
    "\n",
    "def ckqnt(orderprice, orderquant):\n",
    "    logger.debug('ckqnt @ (' + str(orderquant))\n",
    "    global myquantity\n",
    "    quantdiff = orderquant - myquantity\n",
    "    logger.debug(str(quantdiff) + ' = ' +\n",
    "                 str(orderquant) + '-' + str(myquantity))\n",
    "    is_done = placeneworder(quantdiff, orderprice)\n",
    "    return is_done\n",
    "\n",
    "\n",
    "def calc_and_update():\n",
    "    logger.debug('calc_and_update : ')\n",
    "    try:\n",
    "        super_val = calc_super()\n",
    "    except:\n",
    "        print('calc_rsi failed')\n",
    "    update_status(super_val)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "################ update status #################\n",
    "baseprice = 123.0\n",
    "getquant()\n",
    "\n",
    "def update_status(super_val):\n",
    "    global fullquant,myquantity\n",
    "    myquantity = getquant()\n",
    "    if(super_val == 3 and (myquantity ==0 or myquantity==-fullquant)):\n",
    "        logger.debug('super_val = ' + str(super_val))\n",
    "        is_done = False\n",
    "        order_quant = 0\n",
    "        if(myquantity==0):\n",
    "                     order_quant = fullquant\n",
    "        elif(myquantity==-fullquant):\n",
    "                     order_quant = 2*fullquant\n",
    "        is_done = ckqnt(0, order_quant)\n",
    "        if(is_done):\n",
    "            logger.debug(\"Order Executed @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(order_quant))\n",
    "        else:\n",
    "            logger.debug(\"Order Rejected @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(order_quant))\n",
    "\n",
    "    if(super_val == -3 and (myquantity ==0 or myquantity==fullquant)):\n",
    "        logger.debug('super_val = ' + str(super_val))\n",
    "        is_done = False\n",
    "        order_quant = 0\n",
    "        if(myquantity==0):\n",
    "                     order_quant = -fullquant\n",
    "        elif(myquantity==fullquant):\n",
    "                     order_quant = -2*fullquant\n",
    "        is_done = ckqnt(0, order_quant)\n",
    "        if(is_done):\n",
    "            logger.debug(\"Order Executed @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(order_quant))\n",
    "        else:\n",
    "            logger.debug(\"Order Rejected @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(order_quant))\n",
    "\n",
    "# update_status()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-03T09:34:23.742660Z",
     "start_time": "2020-11-03T09:34:09.610Z"
    },
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "############# start trading ############\n",
    "import threading\n",
    "import logging\n",
    "from kiteconnect import KiteTicker\n",
    "logging.basicConfig(level=logging.DEBUG)\n",
    "# kws = KiteTicker(\"w19o0chuo929jxkp\", \"eA5B5OJQNOtZ0OYihkBmYw7Ke3B9pmCC\")\n",
    "\n",
    "def on_ticks(ws, ticks):\n",
    "    global pivot_price, moving_pivot_on, limits\n",
    "    this_sec = datetime.datetime.now().second\n",
    "    last_sec = 0\n",
    "    if (this_sec % 15 == 0 and last_sec != this_sec):\n",
    "        last_sec = this_sec\n",
    "        print('in the thread : ')\n",
    "        x = threading.Thread(target=calc_and_update, args=())\n",
    "        x.start()\n",
    "#                 x.join()\n",
    "\n",
    "    print('=====================================')\n",
    "    print('LTP : ' + str(ticks[0]['last_price']))\n",
    "\n",
    "#     print(datetime.datetime.now().second)\n",
    "#     print('=====================================')\n",
    "#     print()\n",
    "\n",
    "\n",
    "def on_connect(ws, response):\n",
    "    global inst_token\n",
    "    ws.subscribe([inst_token])\n",
    "    ws.set_mode(ws.MODE_FULL, [inst_token])\n",
    "\n",
    "def on_close(ws, code, reason):\n",
    "    ws.stop()\n",
    "\n",
    "def on_error(ws, code, reason):\n",
    "    logging.error(\"closed connection on error: {} {}\".format(code, reason))\n",
    "\n",
    "def on_noreconnect(ws):\n",
    "    logging.error(\"Reconnecting the websocket failed\")\n",
    "\n",
    "def on_reconnect(ws, attempt_count):\n",
    "    logging.debug(\"Reconnecting the websocket: {}\".format(attempt_count))\n",
    "\n",
    "def on_order_update(ws, data):\n",
    "    logger.debug('on_order_update : ')\n",
    "    global baseprice, symbol_ip, myquantity, init_qty, current_point\n",
    "    print(\"order update: \", data)\n",
    "\n",
    "#     getquant()\n",
    "#     if(data['tradingsymbol'] == symbol_ip and (myquantity!=init_qty and myquantity!=-init_qty)):\n",
    "#         current_point = 0\n",
    "#         for i in range(1,len(stepmultiseries)+1):\n",
    "#             if(globals()['p'+str(i)+'q']==myquantity):\n",
    "#                 current_point=i\n",
    "#         logging.debug('current_point : '+str(current_point))\n",
    "#         update_status()\n",
    "\n",
    "kws.on_error = on_error\n",
    "kws.on_noreconnect = on_noreconnect\n",
    "kws.on_reconnect = on_reconnect\n",
    "kws.on_order_update = on_order_update\n",
    "\n",
    "kws.on_ticks = on_ticks\n",
    "kws.on_connect = on_connect\n",
    "kws.on_close = on_close\n",
    "\n",
    "kws.connect()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.8.6"
  },
  "nteract": {
   "version": "0.26.0"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 4
}