YHT_12_part_23_10_2020_Bandgap(!!!!!DO NOT RUN!!!!).ipynb

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     "end_time": "2020-12-10T18:38:27.593398Z",
     "start_time": "2020-12-10T18:37:40.720364Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "access token : mVYS4MAw88CCX7FQ7eYNPBVic3BEUUqf\n",
      "request token : rmQKuI316ffBla7n7Wn1JBmFjeYtsazP\n"
     ]
    }
   ],
   "source": [
    "########################## AUTO LOGIN ######################3\n",
    "\n",
    "import login\n",
    "from login import *\n",
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-12-10T18:40:47.136570Z",
     "start_time": "2020-12-10T18:40:45.965821Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Today Date : 2020-12-11\n",
      "Yestreday Date : 2020-12-09 00:00:00+05:30\n",
      "last close : 73.7225\n",
      "last high : 73.82\n",
      "last low : 73.665\n",
      "HL Range : 0.155\n",
      "My Margin : 7477.23\n",
      "Pivot Price : 73.7225\n",
      "Full Quantity : 150\n",
      "Stoploss On ? : False\n",
      "Order Type : NRML\n",
      "\n",
      "\n",
      "pivot price : 73.7225\n",
      "\n",
      "p1b = 73.705\n",
      "p2b = 73.685\n",
      "p3b = 73.6625\n",
      "p4b = 73.6275\n",
      "p5b = 73.5675\n",
      "p6b = 73.55\n",
      "p7b = 73.53\n",
      "p8b = 73.5075\n",
      "p9b = 73.4725\n",
      "p10b = 73.4125\n",
      "p11b = 73.395\n",
      "p12b = 73.3525\n",
      "\n",
      "p1s = 73.74\n",
      "p2s = 73.76\n",
      "p3s = 73.7825\n",
      "p4s = 73.8175\n",
      "p5s = 73.8775\n",
      "p6s = 73.895\n",
      "p7s = 73.915\n",
      "p8s = 73.9375\n",
      "p9s = 73.9725\n",
      "p10s = 74.0325\n",
      "p11s = 74.05\n",
      "p12s = 74.0925\n",
      "\n",
      "p1q : 4\n",
      "p2q : 9\n",
      "p3q : 18\n",
      "p4q : 37\n",
      "p5q : 75\n",
      "p6q : 79\n",
      "p7q : 84\n",
      "p8q : 93\n",
      "p9q : 112\n",
      "p10q : 150\n",
      "p11q : 150\n",
      "p12q : 150\n"
     ]
    }
   ],
   "source": [
    "############ Update this part only #########\n",
    "symbol_ip = 'USDINR20DECFUT' # USDINR20OCTFUT / GBPINR20OCTFUT / EURINR20OCTFUT / JPYINR20OCTFUT\n",
    "inst_token = 380675          # 690691(USD) / 490755(GBP) / 278019(EUR) / 690435(JPY)\n",
    "order_type = 'NRML'          # MIS / NRML\n",
    "one_dollar_margin = 2000     # (USD-MIS=984/NRML=1967)(GBP-MIS=1948/NRML=3895)(EUR-MIS=1313/NRML=2625)(JPY-MIS=1333/NRML=2667)\n",
    "\n",
    "fullquantity = 150           # Set a required quantity or set 0 (zero) to adjust quantity automatically\n",
    "powermulti = 2               # Set a multiplyer number to multiply quantity at every part (level)\n",
    "\n",
    "stoploss_on = False          # True / False\n",
    "band_gap = 0.0100            # Gap between two quanties/band (!!!! DO NOT SET IT ZERO  SET IT BETWEEN 0.0100 to 0.0050 !!!!)\n",
    "days_ago_data = 1            # Today Date - day_ago_data\n",
    "#############################################################################################################################\n",
    "\n",
    "import datetime\n",
    "interval='day'\n",
    "todaydt=datetime.date.today()\n",
    "hud_ago=todaydt-datetime.timedelta(days=10)\n",
    "to_date=datetime.date.isoformat(todaydt)\n",
    "\n",
    "from_date=datetime.date.isoformat(hud_ago)\n",
    "data = kite.historical_data(inst_token, from_date, to_date, interval, continuous=False)\n",
    "\n",
    "import pandas as pd\n",
    "mydata = pd.DataFrame(data)\n",
    "\n",
    "from datetime import date\n",
    "\n",
    "today = date.today()\n",
    "\n",
    "print('Today Date : '+str(today))\n",
    "yest_date =  mydata[-days_ago_data:][['date']].to_numpy()[0][0]\n",
    "last_close =  mydata[-days_ago_data:][['close']].to_numpy()[0][0]\n",
    "last_high =  mydata[-days_ago_data:][['high']].to_numpy()[0][0]\n",
    "last_low =  mydata[-days_ago_data:][['low']].to_numpy()[0][0]\n",
    "hl_range = last_high - last_low\n",
    "        \n",
    "pivot_range = hl_range\n",
    "print('Yestreday Date : '+str(yest_date))       \n",
    "print('last close : '+ str(last_close))\n",
    "print('last high : '+ str(last_high))\n",
    "print('last low : '+ str(last_low))\n",
    "print('HL Range : '+ str(round(pivot_range,4)))\n",
    "\n",
    "mymargin = round(kite.margins(segment = 'equity')['available']['live_balance'],4)\n",
    "\n",
    "pivot_price = last_close\n",
    "\n",
    "if (fullquantity==0):\n",
    "    fullquantity = int(mymargin / one_dollar_margin)\n",
    "\n",
    "\n",
    "print('My Margin : '+str(mymargin))\n",
    "print('Pivot Price : ' + str(pivot_price))\n",
    "print('Full Quantity : '+str(fullquantity))\n",
    "print('Stoploss On ? : '+str(stoploss_on))\n",
    "print('Order Type : '+str(order_type))\n",
    "print()\n",
    "\n",
    "total_parts = 24\n",
    "\n",
    "scounter = int(total_parts/2)\n",
    "\n",
    "fibonmulti1=0.1180\n",
    "fibonmulti2=0.2360\n",
    "fibonmulti3=0.3820\n",
    "fibonmulti4=0.6180\n",
    "fibonmulti5=1.0000  # 100% Range\n",
    "fibonmulti6=1.1180\n",
    "fibonmulti7=1.2360\n",
    "fibonmulti8=1.3820\n",
    "fibonmulti9=1.6180\n",
    "fibonmulti10=2.0000 # Maximum quantity @ 200% Range\n",
    "fibonmulti11=2.1180 # Stops trading here\n",
    "fibonmulti12=2.3820 # Stoploss if set 'True' / No Stoploss if set 'False'\n",
    "\n",
    "print()\n",
    "print('pivot price : ' +str(pivot_price))\n",
    "\n",
    "print()\n",
    "base=0.0025\n",
    "# mynewdf = pd.DataFrame({'Buy Price':[],'Quantity':[],'Sell Price':[],})\n",
    "\n",
    "for i in range(1, int(total_parts/2)+1):\n",
    "    globals()['p'+str(i)+'b'] = round(pivot_price - pivot_range*(globals()['fibonmulti'+str(i)]),4)\n",
    "    globals()['p'+str(i)+'b'] = round(base * round(globals()['p'+str(i)+'b'] /base),4)\n",
    "#     mynewdf.loc[i]['Buy Price'] = globals()['p'+str(i)+'b']\n",
    "    print('p'+str(i)+'b = '+str(globals()['p'+str(i)+'b']))\n",
    "\n",
    "print()\n",
    "for i in range(1, int(total_parts/2)+1):\n",
    "    globals()['p'+str(i)+'s'] = round(pivot_price + pivot_range*(globals()['fibonmulti'+str(i)]),4)\n",
    "    globals()['p'+str(i)+'s'] = round(base * round(globals()['p'+str(i)+'s'] /base),4)\n",
    "#     mynewdf.loc[i]['Sell Price'] = globals()['p'+str(i)+'s']\n",
    "    print('p'+str(i)+'s = '+str(globals()['p'+str(i)+'s']))\n",
    "\n",
    "print()\n",
    "\n",
    "halfqunat = fullquantity/2\n",
    "tempcounter = 1\n",
    "\n",
    "if(powermulti==1):\n",
    "    for i in range(9,-1,-1):\n",
    "        globals()['p'+str(tempcounter)+'q'] =int(fullquantity-(i*fullquantity/10))\n",
    "        print('p'+str(tempcounter)+'q : ' + str(globals()['p'+str(tempcounter)+'q']))\n",
    "        tempcounter = tempcounter+1\n",
    "else:\n",
    "    for j in range(2):\n",
    "        for i in range(4,-1,-1):\n",
    "            globals()['p'+str(tempcounter)+'q'] =int((halfqunat*(j)) + int(halfqunat/pow(powermulti,i)))\n",
    "            print('p'+str(tempcounter)+'q : ' + str(globals()['p'+str(tempcounter)+'q']))\n",
    "            tempcounter = tempcounter+1\n",
    "\n",
    "p11q = p10q\n",
    "if(stoploss_on==True):\n",
    "    p12q = 0\n",
    "else :\n",
    "    p12q = p11q\n",
    "\n",
    "print('p11q : '+ str(p11q))\n",
    "print('p12q : '+ str(p12q))"
   ]
  },
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   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-12-10T18:38:51.119283Z",
     "start_time": "2020-12-10T18:38:43.246594Z"
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   "source": [
    "#####################\n",
    "# NORMAL RUN-2 of 3 #\n",
    "#####################\n",
    "\n",
    "myquantity = 0\n",
    "def getquant():\n",
    "    global myquantity\n",
    "    global order_type\n",
    "    global symbol_ip\n",
    "    allpos = kite.positions()['net']\n",
    "    for i in range(len(allpos)):\n",
    "        if(allpos[i]['tradingsymbol']==symbol_ip and  allpos[i]['product']== order_type):\n",
    "            myquantity = allpos[i]['quantity']\n",
    "            print('My Quantity : ' + str(allpos[i]['quantity']))\n",
    "        \n",
    "getquant()\n",
    "\n",
    "\n",
    "def ckqnt_old (orderprice,orderquant):\n",
    "    global symbol_ip\n",
    "    allpos = kite.positions()['net']\n",
    "    for i in range(len(allpos)):\n",
    "        if(allpos[i]['tradingsymbol']==symbol_ip):\n",
    "            print('Position Quantity : ' + str(allpos[i]['quantity']))\n",
    "            quantdiff = orderquant - allpos[i]['quantity']\n",
    "            quantabs = abs(quantdiff)\n",
    "            if(quantdiff>0):\n",
    "                try:\n",
    "                    order_id =  kite.place_order(tradingsymbol=symbol_ip,\n",
    "                                exchange=kite.EXCHANGE_CDS,\n",
    "                                transaction_type=kite.TRANSACTION_TYPE_BUY,\n",
    "                                quantity=quantabs,\n",
    "                                order_type=kite.ORDER_TYPE_MARKET,\n",
    "                                variety = kite.VARIETY_REGULAR,\n",
    "                                product=kite.PRODUCT_MIS if order_type=='MIS' else kite.PRODUCT_NRML)\n",
    "                    \n",
    "                    allpos = kite.positions()['net']\n",
    "                except Exception as e:\n",
    "                    print(e)\n",
    "                    \n",
    "            if(quantdiff<0):\n",
    "                sellnewquant =  allpos[i]['quantity'] - orderquant\n",
    "                try:\n",
    "                    order_id =  kite.place_order(tradingsymbol=symbol_ip,\n",
    "                                exchange=kite.EXCHANGE_CDS,\n",
    "                                transaction_type=kite.TRANSACTION_TYPE_SELL,\n",
    "                                quantity=quantabs,\n",
    "                                order_type=kite.ORDER_TYPE_MARKET,\n",
    "                                variety = kite.VARIETY_REGULAR,\n",
    "                                product=kite.PRODUCT_MIS if order_type=='MIS' else kite.PRODUCT_NRML)\n",
    "                except Exception as e:\n",
    "                    print(e)\n",
    "                    \n",
    "    return allpos[i]['quantity']\n",
    "\n",
    "def placeneworder(quantdiff):\n",
    "    global symbol_ip\n",
    "    if(quantdiff>0):\n",
    "        try:\n",
    "            order_id= kite.place_order(tradingsymbol=symbol_ip,\n",
    "                        exchange=kite.EXCHANGE_CDS,\n",
    "                        transaction_type=kite.TRANSACTION_TYPE_BUY,\n",
    "                        quantity=abs(quantdiff),\n",
    "                        order_type=kite.ORDER_TYPE_MARKET,\n",
    "                        variety = kite.VARIETY_REGULAR,\n",
    "                        product=kite.PRODUCT_MIS if order_type=='MIS' else kite.PRODUCT_NRML)\n",
    "            getquant()\n",
    "        except Exception as e:\n",
    "            print(e)\n",
    "            getquant()\n",
    "    if(quantdiff<0):\n",
    "        try:\n",
    "            order_id= kite.place_order(tradingsymbol=symbol_ip,\n",
    "                        exchange=kite.EXCHANGE_CDS,\n",
    "                        transaction_type=kite.TRANSACTION_TYPE_SELL,\n",
    "                        quantity=abs(quantdiff),\n",
    "                        order_type=kite.ORDER_TYPE_MARKET,\n",
    "                        variety = kite.VARIETY_REGULAR,\n",
    "                        product=kite.PRODUCT_MIS if order_type=='MIS' else kite.PRODUCT_NRML)\n",
    "                getquant()\n",
    "        except Exception as e:\n",
    "            print(e)\n",
    "            getquant()\n",
    "\n",
    "\n",
    "def ckqnt (orderprice,orderquant):\n",
    "    global myquantity\n",
    "    quantdiff = orderquant - myquantity\n",
    "    placeneworder(quantdiff)\n",
    "    return myquantity\n",
    "\n",
    "\n",
    "def checkpivot(ltps):\n",
    "    if ((ltps>=(pivot_price-0.0050)) and (ltps<=(pivot_price+0.0050))):\n",
    "        ckqnt(pivot_price,0)\n",
    "        print('in pivot range')\n",
    "        \n",
    "    for i in range(1,int(total_parts/2)+1):\n",
    "        if(i==int(total_parts/2)):\n",
    "            if ((ltps <= (globals()['p'+str(i)+'b']-(band_gap/2))) and stoploss_on==True ):\n",
    "                ckqnt(globals()['p'+str(i)+'b'],globals()['p'+str(i)+'q'])\n",
    "                print('==========' + 'p'+str(i)+'b' +'===========')\n",
    "                print(str(ltps)+ ' < ' + 'p'+str(i)+'b')\n",
    "            if ((ltps >= (globals()['p'+str(i)+'s']+(band_gap/2))) and stoploss_on==True):\n",
    "                ckqnt(globals()['p'+str(i)+'s'],-(globals()['p'+str(i)+'q']))\n",
    "                print('==========' + 'p'+str(i)+'b' +'===========')\n",
    "                print(str(ltps)+ ' < ' + 'p'+str(i)+'b')\n",
    "        else:\n",
    "            if (ltps < (globals()['p'+str(i)+'b'] -(band_gap/2)) and ltps > (globals()['p'+str(i+1)+'b']+(band_gap/2))):\n",
    "                ckqnt(globals()['p'+str(i)+'b'],globals()['p'+str(i)+'q'])\n",
    "                print('==========' +'p'+str(i)+'b' + '==============' )\n",
    "                print(str(globals()['p'+str(i+1)+'b'])+ ' < ' +str(ltps)+ ' < ' +str(globals()['p'+str(i)+'b']))\n",
    "            if (ltps > (globals()['p'+str(i)+'s'] +(band_gap/2)) and ltps < (globals()['p'+str(i+1)+'s']-(band_gap/2))):\n",
    "                ckqnt(globals()['p'+str(i)+'s'],-(globals()['p'+str(i)+'q']))\n",
    "                print('==========' +'p'+str(i)+'s' + '==============' )\n",
    "                print(str(globals()['p'+str(i)+'s'])+ ' < ' +str(ltps)+ ' < ' +str(globals()['p'+str(i+1)+'s']))"
   ]
  },
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   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Unknown `tradingsymbol`.\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR:kiteconnect.ticker:Connection error: 1006 - connection was closed uncleanly (None)\n",
      "ERROR:root:closed connection on error: 1006 connection was closed uncleanly (None)\n",
      "ERROR:kiteconnect.ticker:Connection closed: 1006 - connection was closed uncleanly (None)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "==========p1s==============\n",
      "73.78 < 73.81 < 73.8225\n",
      "==========================\n",
      "LTP : 73.81\n"
     ]
    }
   ],
   "source": [
    "################# START TRADING ########################\n",
    "moving_pivot_on = 2\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\n",
    "    checkpivot(ticks[0]['last_price'])\n",
    "\n",
    "#     if(moving_pivot_on):\n",
    "#         pivot_price =round(base * round(ticks[0]['average_price']/base),4) # Moving Trade Average Line : 1\n",
    "#         calc_pivots();                                                     # Moving Trade Average Line : 2\n",
    "        \n",
    "    print('==========================')\n",
    "    print( 'LTP : ' + str(ticks[0]['last_price']))\n",
    "    #print('==========================')\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",
    "#    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",
    "kws.connect()"
   ]
  }
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