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statergies in py5paisa module #280

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301 changes: 299 additions & 2 deletions py5paisa/py5paisa.py
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Original file line number Diff line number Diff line change
Expand Up @@ -957,7 +957,6 @@ def vtt_order(self, order_type, **order):
try:
self.set_payload(order)
order_type_str = self.VTT_TYPE[order_type].value
print(order_type_str)
return self.order_request(order_type_str)
except KeyError:
# Handle unknown order_type if needed
Expand All @@ -982,4 +981,302 @@ def place_order_bulk(self, **order):
# Handle unknown order_type if needed
pass
except Exception as e:
log_response(e)
log_response(e)

def get_scripcode(self,symbol,strike,expiry,opt):
month={
"01":'JAN',
"02":'FEB',
"03":'MAR',
"04":'APR',
"05":'MAY',
"06":'JUN',
"07":'JUL',
"08":'AUG',
"09":'SEP',
"10":'OCT',
"11":'NOV',
"12":'DEC'
}
date=expiry[6:]
mon=month[expiry[4:6]]
year=expiry[:4]
symbol=symbol.upper()
strike_f="{:.2f}".format(float(strike))
sym=f'{symbol} {date} {mon} {year} {opt} {strike_f}'
req=[{"Exch":"N","ExchType":"D","Symbol":sym,"Expiry":expiry,"StrikePrice":strike,"OptionType":opt}]

res=self.fetch_market_feed(req)
token=res['Data'][0]['Token']
return token

def filter_tag(self ,tag):
a=""
for char in tag:
if char.isalnum():
a =a + char
return a

def opposite(self,type):
if type=='B':
return 'S'
if type=='S':
return 'B'

def intraday(self,intra):
if intra=='I':
return True
else:
return False

def short_straddle(self,symbol,strike,qty,expiry,intra,*args, **kwargs):
self.symbol=symbol
self.strike=strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
scrip=[]
options =['CE','PE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.strike,self.expiry,opt)
scrip.append(sc)

for s in scrip:
order_status = self.place_order(OrderType='S', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
log_response(order_status)
if order_status['Message']=='Success':
continue
else:
break

def short_strangle(self,symbol,strike,qty,expiry,intra,*args, **kwargs):
strike.sort()
self.symbol=symbol
self.strike=strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
scrip=[]
i=0
options =['PE','CE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.strike[i],self.expiry,opt)
i=i+1
scrip.append(sc)

for s in scrip:
order_status = self.place_order(OrderType='S',Exchange='N',ExchangeType='D', ScripCode=s, Qty=qty, Price=0,IsIntraday=self.intraday(self.intra),remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break

def long_straddle(self,symbol,strike,qty,expiry,intra,*args, **kwargs):
self.symbol=symbol
self.strike=strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
scrip=[]
options =['CE','PE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.strike,self.expiry,opt)
scrip.append(sc)

for s in scrip:
order_status = self.place_order(OrderType='B', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break

def long_strangle(self,symbol,strike,qty,expiry,intra,*args, **kwargs):
strike.sort()
self.symbol=symbol
self.strike=strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
scrip=[]
i=0
options =['PE','CE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.strike[i],self.expiry,opt)
i=i+1
scrip.append(sc)

for s in scrip:
order_status = self.place_order(OrderType='B', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break

def iron_fly(self,symbol,buy_strike,sell_strike,qty,expiry,intra,*args, **kwargs):
buy_strike.sort()
self.symbol=symbol
self.buy_strike=buy_strike
self.sell_strike=sell_strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
buy_scrip=[]
sell_scrip=[]
i=0
options =['PE','CE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.buy_strike[i],self.expiry,opt)
i=i+1
buy_scrip.append(sc)
for opt in options:
sc=self.get_scripcode(self.symbol,self.sell_strike,self.expiry,opt)
sell_scrip.append(sc)
for s in buy_scrip:
order_status = self.place_order(OrderType='B', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break
for s in sell_scrip:
order_status = self.place_order(OrderType='S', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break

def iron_condor(self,symbol,buy_strike,sell_strike,qty,expiry,intra,*args, **kwargs):
buy_strike.sort()
sell_strike.sort()
self.symbol=symbol
self.buy_strike=buy_strike
self.sell_strike=sell_strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
buy_scrip=[]
sell_scrip=[]
i=0
j=0
options =['PE','CE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.buy_strike[i],self.expiry,opt)
i=i+1
buy_scrip.append(sc)
for opt in options:
sc=self.get_scripcode(self.symbol,self.sell_strike[j],self.expiry,opt)
j=j+1
sell_scrip.append(sc)
for s in buy_scrip:
order_status = self.place_order(OrderType='B', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break
for s in sell_scrip:
order_status = self.place_order(OrderType='S', Exchange='N', ExchangeType='D', ScripCode=s, Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
if order_status['Message']=='Success':
continue
else:
break

def call_calendar(self,symbol,strike,qty,expiry,intra,*args, **kwargs):
self.symbol=symbol
self.strike=strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
scrip=[]
i=0
options =['CE','CE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.strike,self.expiry[i],opt)
scrip.append(sc)
i=i+1
order_status = self.place_order(OrderType='B', Exchange='N', ExchangeType='D', ScripCode=scrip[0], Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
order_status = self.place_order(OrderType='S', Exchange='N', ExchangeType='D', ScripCode=scrip[1],
Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)

def put_calendar(self,symbol,strike,qty,expiry,intra,*args, **kwargs):
self.symbol=symbol
self.strike=strike
self.qty=qty
self.expiry=expiry
self.intra=intra
self.tag=kwargs.get('tag', None)
self.tag=self.filter_tag(self.tag)
scrip=[]
i=0
options =['PE','PE']
for opt in options:
sc=self.get_scripcode(self.symbol,self.strike,self.expiry[i],opt)
scrip.append(sc)
i=i+1
order_status = self.place_order(OrderType='B', Exchange='N', ExchangeType='D', ScripCode=scrip[0],
Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)
order_status = self.place_order(OrderType='S', Exchange='N', ExchangeType='D', ScripCode=scrip[1],
Qty=qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id=self.tag)

def squareoff(self, tag):
self.tag=self.filter_tag(tag)
id=[]
r=self.fetch_order_status([
{
"Exch": "N",
"RemoteOrderID": self.tag
}])['OrdStatusResLst']
for order in r:
eoid=order['ExchOrderID']
if eoid!="":
id.append(eoid)
trdbook=self.get_tradebook()['TradeBookDetail']
for eoid in id:
for trade in trdbook:
if eoid == int(trade['ExchOrderID']):
self.type=self.opposite(trade['BuySell'])
self.intra=trade['DelvIntra']
self.scrip=trade['ScripCode']
self.qty=trade['Qty']
self.segment=trade['ExchType']
order_status = self.place_order(OrderType=self.type, Exchange='N', ExchangeType=self.segment,
ScripCode=self.scrip,
Qty=self.qty,
Price=0, IsIntraday=self.intraday(self.intra),
remote_order_id="sq"+self.tag)
else:
continue
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