Anil kohli final files main strategy

 enable_trading = "True"

import json

import math

from sched import scheduler

import schedule

import finvasia

from kite_trade import *

from datetime import datetime, timedelta

import threading

import time as sleep_time

import pandas as pd

import pandas_ta as ta

from apscheduler.schedulers.background import BackgroundScheduler

import time

from finvasia import *


runner = True

a = False

b = False

finvasia.autologin()

signals_list = []

# logs not getting generated

signal_dict = {}

end_time_str = None

start_time_str = None

lock = threading.Lock()



def read_csv_to_dictionary(file_path):

    data_dict = {}

    global signal_dict, end_time_str, start_time_str


    df = pd.read_csv(file_path)

    for index, row in df.iterrows():

        strategy_tag = row['strategyTag']

        data_dict[strategy_tag] = row.to_dict()


        signal_dict[strategy_tag] = {'Buy': False, 'Sell': False, 'IntialTrade': False, 'Target': None,

                                     'Stoploss': None, 'PreviousString': None, "T": False, "S": False, "Count": 0,

                                     "expiry": None, "max_trades": None, "ProductType": None, "Quantity": None}


    start_time_str = data_dict['STG1']['StartTime']

    start_time_str = datetime.strptime(start_time_str, '%H:%M').time()

    end_time_str = data_dict['STG1']['EndTime']

    end_time_str = datetime.strptime(end_time_str, '%H:%M').time()

    print(start_time_str)

    print(end_time_str)


    return data_dict



data_dict = read_csv_to_dictionary(

    "C:\\Users\\Administrator\\Desktop\\Anil kholi supertrend\\Anil kholi supertrend\\TradeSettings.csv")



def process_data(data_dict):

    strikefinal = None

    supertrend_multiplier = None

    supertrend_period = None

    symbol = None

    strategy_signal = None

    option_contract_type = None

    strike_distance = None

    expiry = None

    lot_size = None

    Product = None

    stop_loss = None

    take_profit = None


    global signals_list, signal_dict


    for strategy_tag, data in data_dict.items():

        if pd.notna(strategy_tag):

            symbol = data['symbol']

            timeframe = data['Timeframe']

            supertrend_period = data['Supertrend period']

            supertrend_multiplier = data['Supertrend Multiplier']

            option_contract_type = data['OPTION CONTRACT TYPE']

            strike_distance = data['strike distance']

            expiry = data['expiery']

            expiry = datetime.strptime(expiry, "%d-%b-%y")

            expiry = expiry.strftime("%d%b%y").upper()

            signal_dict[strategy_tag]['expiry'] = expiry


            print(signal_dict[strategy_tag]['expiry'])

            max_trades = data['MAX trades']

            signal_dict[strategy_tag]['max_trades'] = max_trades

            stop_loss = data['Stoloss']

            take_profit = data['TakeProfit']

            lot_size = data['lotsize']

            Nifty_instrument_token = None

            BankNifty_instrument_token = None

            Product = data['Product']


            start_time_str = data_dict[strategy_tag]['StartTime']

            start_time = datetime.strptime(start_time_str, '%H:%M').time()


            # Assuming end_time_str is a string in the format 'HH:MM'

            end_time_str = data_dict[strategy_tag]['EndTime']

            end_time = datetime.strptime(end_time_str, '%H:%M').time()


            timestamp = datetime.now()

            timestamp = timestamp.strftime("%d/%m/%Y %H:%M:%S")

            current_time = datetime.now().time()


            finvasia.get_historical_data(symbol=symbol, timeframe=timeframe, strategy_tag=strategy_tag,

                                         supertrend_period=supertrend_period,

                                         supertrend_multiplier=supertrend_multiplier)


            print("Error happning in main.....................")

            df = pd.read_csv(

                f'C:\\Users\\Administrator\\Desktop\\Anil kholi supertrend\\Anil kholi supertrend\\{strategy_tag}.csv')

            print("Error happning in main......")

            last_supertrend_signal = df['Supertrend Signal'].iloc[-1]

            second_last_supertrend_signal = df['Supertrend Signal'].iloc[-2]

            third_last_supertrend_signal = df['Supertrend Signal'].iloc[-3]


            usedltp = None

            option_contract_type = data['OPTION CONTRACT TYPE']

            strike_distance = data['strike distance']


            if symbol == "NIFTY":

                usedltp = finvasia.get_ltp(symbol)


            if symbol == "BANKNIFTY":

                usedltp = finvasia.get_ltp(symbol)


            timestamp = datetime.now()

            timestamp = timestamp.strftime("%d/%m/%Y %H:%M:%S")


            # print("usedltp= ",usedltp)

            print("strategy_tag=", strategy_tag)

            print("supertrend_period=", supertrend_period)

            print("supertrend_multiplier=", supertrend_multiplier)

            print("last_supertrend_signal=", last_supertrend_signal)

            print("second_last_supertrend_signal =", second_last_supertrend_signal)

            print("third_last_supertrend_signal =", third_last_supertrend_signal)


            if start_time and end_time and start_time <= current_time <= end_time:


                if last_supertrend_signal == -1 and signal_dict[strategy_tag]['Sell'] == False and signal_dict[strategy_tag]['IntialTrade'] == False and int(

                    signal_dict[strategy_tag]['Count']) <= int(signal_dict[strategy_tag]['max_trades']):


                    strategy_signal = 'Sell'

                    signal_dict[strategy_tag]['IntialTrade'] = True

                    signal_dict[strategy_tag]['Buy'] = False

                    signal_dict[strategy_tag]['Sell'] = True

                    signal_dict[strategy_tag]['Count'] = int(signal_dict[strategy_tag]['Count']) + 1


                    if option_contract_type == "ATM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        pe_strike = strikefinal

                    if option_contract_type == "ITM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        pe_strike = int(strikefinal) + strike_distance


                    if option_contract_type == "OTM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        pe_strike = int(strikefinal) - strike_distance

                    # symstring needs to be calculated

                    symstring = f"{symbol} {signal_dict[strategy_tag]['expiry']} {int(pe_strike)} PE"

                    print(symstring)


                    script_ltp = finvasia.get_option_detail(tradingsymbol=symstring)

                    print(script_ltp)

                    signal_dict[strategy_tag]['Target'] = float(script_ltp) + float(take_profit)

                    signal_dict[strategy_tag]['Stoploss'] = float(script_ltp) - float(stop_loss)

                    signal_dict[strategy_tag]['T'] = True

                    signal_dict[strategy_tag]['S'] = True

                    signal_dict[strategy_tag]['ProductType'] = Product

                    signal_dict[strategy_tag]['Quantity'] = int(lot_size)


                    orderlog = f"{timestamp} Initial Order for Sell From {strategy_tag} @ BaseSymbol: {data_dict[strategy_tag]['symbol']} @ price: {usedltp} , Buy PE = {pe_strike}  , expiery={expiry},OptionEntryPrice={script_ltp}, Optin Target Value= {signal_dict[strategy_tag]['Target']} ,Option Stoploss Value {signal_dict[strategy_tag]['Stoploss']}"

                    print("orderlog= ", orderlog)

                    write_to_order_logs(orderlog)


                    if enable_trading == "True":

                        finvasia.buy_order(tradingsymbol=symstring, quantity=int(lot_size), Product_Type=Product)


                    signal_dict[strategy_tag]['PreviousString'] = symstring

                    print("PreviousString: ", signal_dict[strategy_tag]['PreviousString'])


                if last_supertrend_signal == 1 and signal_dict[strategy_tag]['Buy'] == False and \

                        signal_dict[strategy_tag][

                            'IntialTrade'] == False and int(signal_dict[strategy_tag]['Count']) <= int(

                    signal_dict[strategy_tag]['max_trades']):

                    signal_dict[strategy_tag]['IntialTrade'] = True

                    strategy_signal = 'Buy'

                    signal_dict[strategy_tag]['Buy'] = True

                    signal_dict[strategy_tag]['Sell'] = False

                    signal_dict[strategy_tag]['Count'] = int(signal_dict[strategy_tag]['Count']) + 1

                    # jb bhi sell hoga pe buy hoga

                    # jb bhi buy hoga ce buy hoga


                    if option_contract_type == "ATM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        ce_strike = strikefinal

                    if option_contract_type == "ITM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        ce_strike = int(strikefinal) - strike_distance


                    if option_contract_type == "OTM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        ce_strike = int(strikefinal) + strike_distance

                    # NIFTY07SEP23C16650

                    symstring = f"{symbol} {signal_dict[strategy_tag]['expiry']} {int(ce_strike)} CE"

                    script_ltp = finvasia.get_option_detail(tradingsymbol=symstring)

                    print(script_ltp)

                    signal_dict[strategy_tag]['Target'] = float(script_ltp) + float(take_profit)

                    signal_dict[strategy_tag]['Stoploss'] = float(script_ltp) - float(stop_loss)

                    signal_dict[strategy_tag]['T'] = True

                    signal_dict[strategy_tag]['S'] = True

                    signal_dict[strategy_tag]['ProductType'] = Product

                    signal_dict[strategy_tag]['Quantity'] = int(lot_size)


                    print("PreviousString: ", signal_dict[strategy_tag]['PreviousString'])


                    # symstring needs to be calculated


                    if enable_trading == "True":

                        finvasia.buy_order(tradingsymbol=symstring, quantity=int(lot_size), Product_Type=Product)


                    signal_dict[strategy_tag]['PreviousString'] = symstring


                if last_supertrend_signal == 1 and second_last_supertrend_signal == -1 and signal_dict[strategy_tag][

                    'Buy'] == False and signal_dict[strategy_tag]['IntialTrade'] == True :

                    strategy_signal = 'Buy'

                    signal_dict[strategy_tag]['Buy'] = True

                    signal_dict[strategy_tag]['Sell'] = False

                    signal_dict[strategy_tag]['Count'] = int(signal_dict[strategy_tag]['Count']) + 1


                    if option_contract_type == "ATM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        ce_strike = strikefinal

                    if option_contract_type == "ITM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        ce_strike = int(strikefinal) - strike_distance


                    if option_contract_type == "OTM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        ce_strike = int(strikefinal) + strike_distance


                    symstring = f"{symbol} {signal_dict[strategy_tag]['expiry']} {int(ce_strike)} CE"

                    print("symstring= ", symstring)

                    script_ltp = finvasia.get_option_detail(tradingsymbol=symstring)

                    print(script_ltp)


                    signal_dict[strategy_tag]['Target'] = float(script_ltp) + float(take_profit)

                    signal_dict[strategy_tag]['Stoploss'] = float(script_ltp) - float(stop_loss)

                    signal_dict[strategy_tag]['T'] = True

                    signal_dict[strategy_tag]['S'] = True

                    signal_dict[strategy_tag]['ProductType'] = Product

                    signal_dict[strategy_tag]['Quantity'] = int(lot_size)


                    orderlog = f"{timestamp}  Order for Buy From {strategy_tag} @ BaseSymbol: {data_dict[strategy_tag]['symbol']} @ price: {usedltp} , Buy CE = {ce_strike}  , expiery={expiry},OptionEntryPrice={script_ltp}, Optin Target Value= {signal_dict[strategy_tag]['Target']} ,Option Stoploss Value {signal_dict[strategy_tag]['Stoploss']}"

                    print("orderlog= ", orderlog)

                    write_to_order_logs(orderlog)

                    print("PreviousString= ", signal_dict[strategy_tag]['PreviousString'])


                    if enable_trading == "True":

                        if signal_dict[strategy_tag]['T'] == True and int(finvasia.get_position_detail(

                                symbol_to_find=signal_dict[strategy_tag]['PreviousString'])) > 0 :

                            finvasia.sell_order(tradingsymbol=signal_dict[strategy_tag]['PreviousString'],

                                                quantity=int(lot_size), Product_Type=Product)

                        if  int(signal_dict[strategy_tag]['Count']) <= int(signal_dict[strategy_tag]['max_trades']):

                            finvasia.buy_order(tradingsymbol=symstring, quantity=int(lot_size), Product_Type=Product)


                    signal_dict[strategy_tag]['PreviousString'] = symstring

                    print("PreviousString= ", signal_dict[strategy_tag]['PreviousString'])


                if last_supertrend_signal == -1 and second_last_supertrend_signal == 1 and signal_dict[strategy_tag][

                    'Sell'] == False and signal_dict[strategy_tag]['IntialTrade'] == True :

                    strategy_signal = 'Sell'

                    signal_dict[strategy_tag]['Buy'] = False

                    signal_dict[strategy_tag]['Sell'] = True

                    signal_dict[strategy_tag]['Count'] = int(signal_dict[strategy_tag]['Count']) + 1


                    if option_contract_type == "ATM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        pe_strike = strikefinal

                    if option_contract_type == "ITM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        pe_strike = int(strikefinal) + strike_distance


                    if option_contract_type == "OTM":

                        strikefinal = custom_round(price=int(float(usedltp)), symbol=data_dict[strategy_tag]['symbol'])

                        pe_strike = int(strikefinal) - strike_distance


                    symstring = f"{symbol} {signal_dict[strategy_tag]['expiry']} {int(pe_strike)} PE"

                    print("symstring= ", symstring)

                    script_ltp = finvasia.get_option_detail(tradingsymbol=symstring)

                    print(script_ltp)


                    signal_dict[strategy_tag]['Target'] = float(script_ltp) + float(take_profit)

                    signal_dict[strategy_tag]['Stoploss'] = float(script_ltp) - float(stop_loss)

                    signal_dict[strategy_tag]['T'] = True

                    signal_dict[strategy_tag]['S'] = True

                    signal_dict[strategy_tag]['ProductType'] = Product

                    signal_dict[strategy_tag]['Quantity'] = int(lot_size)


                    orderlog = f"{timestamp} Order for Sell From {strategy_tag} @ BaseSymbol: {data_dict[strategy_tag]['symbol']} @ price: {usedltp} , Buy PE = {pe_strike}  , expiery={expiry},OptionEntryPrice={script_ltp}, Optin Target Value= {signal_dict[strategy_tag]['Target']} ,Option Stoploss Value {signal_dict[strategy_tag]['Stoploss']}"

                    print("orderlog= ", orderlog)

                    write_to_order_logs(orderlog)


                    print("PreviousString= ", signal_dict[strategy_tag]['PreviousString'])

                    if enable_trading == "True":

                        if signal_dict[strategy_tag]['T'] == True and int(finvasia.get_position_detail(

                                symbol_to_find=signal_dict[strategy_tag]['PreviousString'])) > 0:

                            finvasia.sell_order(tradingsymbol=signal_dict[strategy_tag]['PreviousString'],

                                                quantity=int(lot_size), Product_Type=Product)

                        if  int(signal_dict[strategy_tag]['Count']) <= int(signal_dict[strategy_tag]['max_trades']):

                            symstring = f"{symbol} {signal_dict[strategy_tag]['expiry']} {int(pe_strike)} PE"

                            finvasia.buy_order(tradingsymbol=symstring, quantity=int(lot_size), Product_Type=Product)


                    signal_dict[strategy_tag]['PreviousString'] = symstring

                    write_to_order_logs(signal_dict)


                df['strategy_signal'] = strategy_signal

                df.to_csv(

                    f'C:\\Users\\Administrator\\Desktop\\Anil kholi supertrend\\Anil kholi supertrend\\{strategy_tag}.csv')



def write_to_order_logs(message):

    with open('C:\\Users\\Administrator\\Desktop\\Anil kholi supertrend\\Anil kholi supertrend\\order_logs.txt',

              'a') as file:

        file.write(message + '\n')



def clear_file(file_path):

    with open(file_path, 'w') as file:

        file.truncate(0)



def custom_round(price, symbol):

    rounded_price = None


    if symbol == "NIFTY":

        last_two_digits = price % 100

        if last_two_digits < 25:

            rounded_price = (price // 100) * 100

        elif last_two_digits < 75:

            rounded_price = (price // 100) * 100 + 50

        else:

            rounded_price = (price // 100 + 1) * 100

            return rounded_price


    elif symbol == "BANKNIFTY":

        last_two_digits = price % 100

        if last_two_digits < 50:

            rounded_price = (price // 100) * 100

        else:

            rounded_price = (price // 100 + 1) * 100

        return rounded_price


    else:

        pass


    return rounded_price



def run_process_data():

    global end_time_str, start_time_str

    timestamp = datetime.now()

    timestamp = timestamp.strftime("%d/%m/%Y %H:%M:%S")

    current_time = datetime.now().time()

    if start_time_str and end_time_str and start_time_str <= current_time <= end_time_str:

        print(f"{timestamp} Running process_data...")

        with lock:

            process_data(data_dict)



def tp_and_sl(signal_dict):

    timestamp = datetime.now()

    timestamp = timestamp.strftime("%d/%m/%Y %H:%M:%S")

    for strategy_tag, data in data_dict.items():

        if pd.notna(strategy_tag):


            if signal_dict[strategy_tag]['T'] == True and signal_dict[strategy_tag]['Buy'] == True and int(

                    finvasia.get_position_detail(symbol_to_find=signal_dict[strategy_tag]['PreviousString'])) > 0:

                option_script_ltp = finvasia.get_option_detail(

                    tradingsymbol=signal_dict[strategy_tag]['PreviousString'])

                if float(option_script_ltp) >= float(signal_dict[strategy_tag]['Target']):

                    signal_dict[strategy_tag]['T'] = False

                    signal_dict[strategy_tag]['S'] = False

                    orderlog = f"{timestamp} Target executed for Buy trade {strategy_tag}  For option contract  = {signal_dict[strategy_tag]['PreviousString']} @ {option_script_ltp}"

                    finvasia.sell_order(tradingsymbol=signal_dict[strategy_tag]['PreviousString'],

                                        quantity=int(signal_dict[strategy_tag]['Quantity']),

                                        Product_Type=signal_dict[strategy_tag]['ProductType'])

                    print("orderlog= ", orderlog)

                    write_to_order_logs(orderlog)

                    print("signal_dict= ", signal_dict)


                if signal_dict[strategy_tag]['T'] == True and signal_dict[strategy_tag]['Sell'] == True:

                    option_script_ltp = finvasia.get_option_detail(

                        tradingsymbol=signal_dict[strategy_tag]['PreviousString'])

                    if float(option_script_ltp) >= float(signal_dict[strategy_tag]['Target']):

                        signal_dict[strategy_tag]['T'] = False

                        signal_dict[strategy_tag]['S'] = False

                        orderlog = f"{timestamp} Target executed for Sell trade {strategy_tag}  For option contract  = {signal_dict[strategy_tag]['PreviousString']} @ {option_script_ltp}"

                        finvasia.sell_order(tradingsymbol=signal_dict[strategy_tag]['PreviousString'],

                                            quantity=int(signal_dict[strategy_tag]['Quantity']),

                                            Product_Type=signal_dict[strategy_tag]['ProductType'])

                        print("orderlog= ", orderlog)

                        write_to_order_logs(orderlog)

                        print("signal_dict= ", signal_dict)


                if signal_dict[strategy_tag]['S'] == True and signal_dict[strategy_tag]['Buy'] == True:

                    option_script_ltp = finvasia.get_option_detail(

                        tradingsymbol=signal_dict[strategy_tag]['PreviousString'])

                    if float(option_script_ltp) <= float(signal_dict[strategy_tag]['Stoploss']):

                        signal_dict[strategy_tag]['T'] = False

                        signal_dict[strategy_tag]['S'] = False

                        orderlog = f"{timestamp} Stoploss executed for Buy trade {strategy_tag}  For option contract  = {signal_dict[strategy_tag]['PreviousString']} @ {option_script_ltp}"

                        finvasia.sell_order(tradingsymbol=signal_dict[strategy_tag]['PreviousString'],

                                            quantity=int(signal_dict[strategy_tag]['Quantity']),

                                            Product_Type=signal_dict[strategy_tag]['ProductType'])

                        print("orderlog= ", orderlog)

                        write_to_order_logs(orderlog)

                        print("signal_dict= ", signal_dict)


                if signal_dict[strategy_tag]['S'] == True and signal_dict[strategy_tag]['Sell'] == True:

                    option_script_ltp = finvasia.get_option_detail(

                        tradingsymbol=signal_dict[strategy_tag]['PreviousString'])

                    if float(option_script_ltp) <= float(signal_dict[strategy_tag]['Stoploss']):

                        signal_dict[strategy_tag]['T'] = False

                        signal_dict[strategy_tag]['S'] = False

                        orderlog = f"{timestamp} Stoploss executed for Sell trade {strategy_tag}  For option contract  = {signal_dict[strategy_tag]['PreviousString']} @ {option_script_ltp}"

                        finvasia.sell_order(tradingsymbol=signal_dict[strategy_tag]['PreviousString'],

                                            quantity=int(signal_dict[strategy_tag]['Quantity']),

                                            Product_Type=signal_dict[strategy_tag]['ProductType'])

                        print("orderlog= ", orderlog)

                        write_to_order_logs(orderlog)

                        print("signal_dict= ", signal_dict)



def schedule_process_data():

    scheduler = BackgroundScheduler()

    scheduler.add_job(run_process_data, 'interval', minutes=1)

    scheduler.start()



if __name__ == "__main__":

    now = datetime.now()

    seconds_until_next_minute = 60 - now.second


    initial_delay = seconds_until_next_minute + 1


    schedule_process_data()


    try:

        while True:

            timestamp = datetime.now()

            timestamp = timestamp.strftime("%d/%m/%Y %H:%M:%S")

            current_time = datetime.now().time()

            # Only allow one of the functions to run at a time


            with lock:

                tp_and_sl(signal_dict)

            sleep_time.sleep(1)  # Keep the main thread alive

    except (KeyboardInterrupt, SystemExit):


        pass  # Gracefully exit the loop when interrupted hh

Comments

Post a Comment

Popular posts from this blog

MQL5 : Add time to current time in mins

 datetime currentTime = TimeCurrent();  // Get the current time int minutesToAdd = 30;  // Example: Add 30 minutes // Add minutes to current time (converted to seconds) datetime newTime = currentTime + minutesToAdd * 60; // Output the new time Print("Current Time: ", TimeToString(currentTime, TIME_DATE | TIME_MINUTES)); Print("New Time: ", TimeToString(newTime, TIME_DATE | TIME_MINUTES));
Read more

MQL5 : Get current trading session

 datetime now = TimeCurrent(); // Get current broker time    MqlDateTime tm;    TimeToStruct(now, tm); // Convert datetime to structure    int currentHourBroker = tm.hour; // Extract hour    datetime utcNow = TimeGMT();    int brokerOffset = (int)((now - utcNow) / 3600);    string currentSession = "";    if(currentHourBroker >= (8 + brokerOffset) && currentHourBroker < (13 + brokerOffset))       currentSession = "London";    else       if(currentHourBroker >= (13 + brokerOffset) && currentHourBroker < (22 + brokerOffset))          currentSession = "New York";       else          if((currentHourBroker >= (22 + brokerOffset) && currentHourBroker <= 23) ||             (currentHourBroker >= 0 && currentHourBroker < (9 + brokerOff...
Read more