YHT_3_SUPERTREND_Combo_7_11_2020.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-05T19:04:39.867109Z",
     "start_time": "2020-11-05T19:04:16.545019Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "access token : sLH1OCHS6Dz4FC0krJQXK97Z8jlOh1I9\n",
      "request token : 0V3DDqWBIwzaAYjPF04ieqaPV2kIrUSK\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "1"
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "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\")\n",
    "# auto_login()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-05T19:11:14.646709Z",
     "start_time": "2020-11-05T19:11:14.640647Z"
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   "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(\"./logs/SUPERTREND_logs_{time}.log\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-05T11:14:12.691209Z",
     "start_time": "2020-11-05T11:14:05.003146Z"
    }
   },
   "outputs": [],
   "source": [
    "################ NEW VERSION ######################################\n",
    "fullquant = 45\n",
    "symbol_ip = 'GBPINR20NOVFUT'  # USDINR20OCTFUT / GBPINR20OCTFUT / EURINR20OCTFUT / JPYINR20OCTFUT\n",
    "inst_token = 289539  # 690691(USD) / 490755(GBP) / 278019(EUR) / 690435(JPY)\n",
    "order_type = 'NRML'\n",
    "exchange_type = kite.EXCHANGE_CDS\n",
    "offset_quantity = 0\n",
    "away_from_circuit = 0.50\n",
    "###################################################################\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",
    "myquote = kite.quote([exchange_type+':'+symbol_ip])\n",
    "upper_circuit = myquote[exchange_type+':'+symbol_ip]['upper_circuit_limit']\n",
    "lower_circuit = myquote[exchange_type+':'+symbol_ip]['lower_circuit_limit']\n",
    "\n",
    "logger.debug(\"Parameters : \")\n",
    "logger.debug(\"fullquant : \" + str(fullquant))\n",
    "logger.debug(\"symbol_ip : \" + str(symbol_ip))\n",
    "logger.debug(\"upper_circuit : \" + str(upper_circuit))\n",
    "logger.debug(\"lower_circuit : \" + str(lower_circuit))\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": "2020-11-05T11:14:12.721187Z",
     "start_time": "2020-11-05T11:14:12.695203Z"
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   "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": "2020-11-05T11:14:21.302828Z",
     "start_time": "2020-11-05T11:14:12.730182Z"
    }
   },
   "outputs": [],
   "source": [
    "############### tesating block SUPER-TREND ########################\n",
    "import datetime\n",
    "import pandas_ta as ta\n",
    "candle_interval='5minute'\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",
    "    \n",
    "    logger.debug(\"SUPERTd_9_2.0 : \" + str(st1))\n",
    "    logger.debug(\"SUPERTd_14_3.0 : \" + str(st2))\n",
    "    logger.debug(\"SUPERTd_10_3.0 : \" + str(st3))\n",
    "    logger.debug(\"st_total : \" + str(st_total))\n",
    "    print('st_total : ' + str(st_total))\n",
    "    return st_total\n",
    "    \n",
    "calc_super()"
   ]
  },
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   "cell_type": "code",
   "execution_count": null,
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     "end_time": "2020-11-05T11:14:21.365744Z",
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   "source": [
    "########### place order ###########\n",
    "stopbuy = False\n",
    "stopsell = False\n",
    "\n",
    "placing_order = False\n",
    "is_up = False\n",
    "is_down = False\n",
    "\n",
    "def placeneworder(quantdiff, price_ip):\n",
    "    '''placeneworder(quantdiff,price_ip)'''\n",
    "    logger.debug('placeneworder @ (' + str(quantdiff) + ',' + str(price_ip) +')')\n",
    "    global stopbuy, stopsell, order_type, symbol_ip, exchange_type,placing_order,is_up,is_down\n",
    "    myquantity=getquant()\n",
    "    if (quantdiff > 0 and stopbuy == False ):\n",
    "        if(not (is_up == True and is_down == False)):\n",
    "            try:\n",
    "                placing_order = True\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) +' ' + str(quantdiff) + ' ' + str(price_ip))\n",
    "                is_up = True\n",
    "                is_down = False\n",
    "\n",
    "                getquant()\n",
    "                placing_order = False\n",
    "                return True\n",
    "            except Exception as e:\n",
    "                stopbuy = True\n",
    "                print(e)\n",
    "                logger.debug('Order Rejected For @ ' + str(order_type) + ' ' +str(quantdiff) + ' ' + str(price_ip))\n",
    "                getquant()\n",
    "                return False\n",
    "    if (quantdiff < 0 and stopsell == False):\n",
    "        if(not (is_up == False and is_down == True)):\n",
    "            try:\n",
    "                placing_order = True\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) + ' ' + str(quantdiff) + ' ' + str(price_ip))\n",
    "                is_up = False\n",
    "                is_down = True\n",
    "                \n",
    "                getquant()\n",
    "                placing_order = False\n",
    "                return True\n",
    "            except Exception as e:\n",
    "                stopsell = True\n",
    "                print(e)\n",
    "                logger.debug('Order Rejected For @ ' + str(order_type) + ' ' + 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,placing_order\n",
    "    quantdiff = orderquant - myquantity\n",
    "    logger.debug(str(quantdiff) + ' = ' +str(orderquant) + '-' + str(myquantity))\n",
    "    is_done = False\n",
    "    if(placing_order==False):\n",
    "        is_done = placeneworder(quantdiff, orderprice)\n",
    "\n",
    "    return is_done\n",
    "\n",
    "last_super_val= 0\n",
    "update_status_counter = 0\n",
    "last_three = 0\n",
    "def calc_and_update():\n",
    "    global last_super_val,update_status_counter,last_three\n",
    "\n",
    "    logger.debug('calc_and_update : ')\n",
    "    super_val=0\n",
    "    try:\n",
    "        super_val = calc_super()\n",
    "    except:\n",
    "        super_val=NA\n",
    "        print('calc_rsi failed')\n",
    "    super_val = int(super_val)\n",
    "    last_super_val = int(last_super_val)\n",
    "    update_status_counter = int(update_status_counter)\n",
    "    if((last_super_val!=super_val) and (super_val==3 or super_val==-3) \n",
    "       and update_status_counter>5 and (last_three!=super_val)):\n",
    "        update_status(super_val)\n",
    "\n",
    "    last_super_val = super_val\n",
    "    if(super_val==3 or super_val==-3):\n",
    "        last_three = super_val\n",
    "    update_status_counter = update_status_counter+1"
   ]
  },
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   "execution_count": null,
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     "end_time": "2020-11-05T11:14:28.989871Z",
     "start_time": "2020-11-05T11:14:21.377736Z"
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   },
   "outputs": [],
   "source": [
    "################ update status #################\n",
    "getquant()\n",
    "\n",
    "def update_status(super_val):\n",
    "    global fullquant,myquantity\n",
    "    myquantity = getquant()\n",
    "    super_val = int(super_val)\n",
    "    myquantity = int(myquantity)\n",
    "    fullquant = int(fullquant)\n",
    "    if(super_val == 3):\n",
    "        logger.debug('super_val = ' + str(super_val))\n",
    "        is_done = ckqnt(0, fullquant+offset_quantity)\n",
    "        if(is_done):\n",
    "            logger.debug(\"Order Executed @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(fullquant))\n",
    "        else:\n",
    "            logger.debug(\"Order Rejected @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(fullquant))\n",
    "\n",
    "    if(super_val == -3):\n",
    "        logger.debug('super_val = ' + str(super_val))\n",
    "        is_done = ckqnt(0, -fullquant+offset_quantity)\n",
    "        if(is_done):\n",
    "            logger.debug(\"Order Executed @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(fullquant))\n",
    "        else:\n",
    "            logger.debug(\"Order Rejected @ \"+ 'super_val = ' + str(super_val)+' for quant '+str(fullquant))\n",
    "\n",
    "# update_status()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
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    "ExecuteTime": {
     "end_time": "2020-11-05T11:23:59.531377Z",
     "start_time": "2020-11-05T11:23:37.380265Z"
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   "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, away_from_circuit, lower_circuit, upper_circuit\n",
    "    this_sec = datetime.datetime.now().second\n",
    "    last_sec = 0\n",
    "    \n",
    "    if(((upper_circuit-away_from_circuit)>ticks[0]['last_price']) \n",
    "       and ((lower_circuit+away_from_circuit)<ticks[0]['last_price'])):\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",
    "\n",
    "        print('=====================================')\n",
    "        print('LTP : ' + str(ticks[0]['last_price']))\n",
    "\n",
    "    else:\n",
    "        ckqnt(0,0)\n",
    "        if((upper_circuit-away_from_circuit)<=ticks[0]['last_price']):\n",
    "            logger.debug('Upper Circuit Hit @ '+str(ticks[0]['last_price']))\n",
    "        if((lower_circuit+away_from_circuit)>=ticks[0]['last_price']):\n",
    "            logger.debug('Lower Circuit Hit @ '+str(ticks[0]['last_price']))\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",
    "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",
    "try:\n",
    "    kws.connect()\n",
    "except Exception as e:\n",
    "    logger.debug('Auto relogging in...')\n",
    "    auto_login()\n",
    "    kws.stop()\n",
    "    kws.close()\n",
    "    kws.connect()"
   ]
  },
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