tradingapi 0.2.0__tar.gz → 0.3.0__tar.gz

{tradingapi-0.2.0 → tradingapi-0.3.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradingapi
-Version: 0.2.0
+Version: 0.3.0
 Summary: Trade integration with brokers
 Author-email: Pankaj Sharma <sharma.pankaj.kumar@gmail.com>
 License-Expression: MIT
@@ -259,6 +259,19 @@ ICICIDIRECT:
   USERTOKEN_MAX_AGE_HOURS: 20
   AUTO_SESSION_TOKEN_CMD: "icicidirect-generate-session --api-key \"${ICICI_API_KEY}\" --user-id \"${ICICI_USER_ID}\" --password \"${ICICI_PASSWORD}\" --totp-token \"${ICICI_TOTP_TOKEN}\"" # Optional non-interactive token command
   SYMBOLCODES: "/path/to/icicidirect/symbols"
+
+# Dhan Broker Configuration
+DHAN:
+  CLIENT_ID: "your_client_id"
+  ACCESS_TOKEN: "your_access_token" # Optional fallback if TOTP/PIN flow is not used
+  TOTP_TOKEN: "your_totp_token" # Optional: used for auto token refresh
+  PIN: "your_pin" # Optional: used for auto token refresh
+  USERTOKEN: "/path/to/dhan_token.txt" # Optional token cache file
+  SYMBOLCODES: "/path/to/dhan/symbols"
+  QUOTE_RATE_LIMIT_REDIS_DB: 4 # Optional: dedicated Redis DB for global quote limiter
+  QUOTE_RATE_LIMIT_RPS: 1 # Optional: quote API limit in requests/second
+  HISTORICAL_RATE_LIMIT_RPS: 10 # Optional: historical API limit in requests/second
+  REQUEST_STREAMING_DATA_RATE_LIMIT_RPS: 10 # Optional: streaming subscription request rate in requests/second
 ```
 
 #### ICICIDirect fully automated session-token refresh (no copy/paste)

{tradingapi-0.2.0 → tradingapi-0.3.0}/README.md

@@ -240,6 +240,19 @@ ICICIDIRECT:
   USERTOKEN_MAX_AGE_HOURS: 20
   AUTO_SESSION_TOKEN_CMD: "icicidirect-generate-session --api-key \"${ICICI_API_KEY}\" --user-id \"${ICICI_USER_ID}\" --password \"${ICICI_PASSWORD}\" --totp-token \"${ICICI_TOTP_TOKEN}\"" # Optional non-interactive token command
   SYMBOLCODES: "/path/to/icicidirect/symbols"
+
+# Dhan Broker Configuration
+DHAN:
+  CLIENT_ID: "your_client_id"
+  ACCESS_TOKEN: "your_access_token" # Optional fallback if TOTP/PIN flow is not used
+  TOTP_TOKEN: "your_totp_token" # Optional: used for auto token refresh
+  PIN: "your_pin" # Optional: used for auto token refresh
+  USERTOKEN: "/path/to/dhan_token.txt" # Optional token cache file
+  SYMBOLCODES: "/path/to/dhan/symbols"
+  QUOTE_RATE_LIMIT_REDIS_DB: 4 # Optional: dedicated Redis DB for global quote limiter
+  QUOTE_RATE_LIMIT_RPS: 1 # Optional: quote API limit in requests/second
+  HISTORICAL_RATE_LIMIT_RPS: 10 # Optional: historical API limit in requests/second
+  REQUEST_STREAMING_DATA_RATE_LIMIT_RPS: 10 # Optional: streaming subscription request rate in requests/second
 ```
 
 #### ICICIDirect fully automated session-token refresh (no copy/paste)

{tradingapi-0.2.0 → tradingapi-0.3.0}/pyproject.toml

@@ -28,7 +28,7 @@ packages = ["tradingapi"]
 
 [project]
 name = "tradingapi"
-version = "0.2.0"
+version = "0.3.0"
 description = "Trade integration with brokers"
 readme = "README.md"
 license = "MIT"

{tradingapi-0.2.0 → tradingapi-0.3.0}/tradingapi/__init__.py

@@ -144,6 +144,13 @@ class TradingAPILogger:
         for handler in handlers:
             self.logger.addHandler(handler)
 
+        # Child loggers (e.g. tradingapi.utils) propagate here; without this, the same
+        # record also reaches root and duplicates when root has its own handlers.
+        if handlers:
+            self.logger.propagate = False
+        else:
+            self.logger.propagate = True
+
         self._configured = True
 
         # Log configuration
@@ -275,7 +282,9 @@ def configure_logging(
         backup_count: Number of log files to keep.
         format_string: Custom format string for log messages.
         enable_structured_logging: Enable structured logging with additional context.
-        configure_root_logger: Whether to configure the root logger (can cause duplicate logs if True).
+        configure_root_logger: If True, attach the same handlers to the root logger (for third-party
+            loggers). The ``tradingapi`` logger sets propagate=False when it has handlers, so package
+            messages are not written twice when root is also configured.
     """
     trading_logger.configure(
         level=level,

tradingapi-0.3.0/tradingapi/allocation.py

@@ -0,0 +1,163 @@
+"""
+Allocation helpers for budget-based position sizing.
+
+Strategies read their daily pct from ~/onedrive/.tradingapi/allocations/master_allocation_today.yaml,
+then call these helpers at each entry decision to derive a live per-entry target margin.
+"""
+
+from __future__ import annotations
+
+import datetime as dt
+import os
+from pathlib import Path
+from typing import TYPE_CHECKING
+
+import yaml
+
+if TYPE_CHECKING:
+    pass
+
+_ALLOCATIONS_DIR = Path(os.path.expanduser("~/onedrive/.tradingapi/allocations"))
+_TODAY_SYMLINK = _ALLOCATIONS_DIR / "master_allocation_today.yaml"
+
+
+def load_today_allocation(broker_name: str, strategy_name: str) -> float:
+    """Return the pct (0.0–1.0) allocated to strategy_name on broker_name today.
+
+    Reads master_allocation_today.yaml (a symlink to today's dated file).
+    Raises FileNotFoundError if the symlink/file is missing.
+    Raises ValueError if the date in the file does not match today.
+    Returns 0.0 if the strategy is listed with pct == 0 (inactive today).
+    Raises KeyError if the broker/strategy is not found in the file at all.
+    """
+    if not _TODAY_SYMLINK.exists():
+        raise FileNotFoundError(
+            f"Master allocation file not found: {_TODAY_SYMLINK}. "
+            "Run generate_master_allocation.py before starting strategies."
+        )
+
+    with open(_TODAY_SYMLINK) as f:
+        data = yaml.safe_load(f)
+
+    file_date = str(data.get("date", "")).strip()
+    today_str = dt.date.today().isoformat()
+    if file_date != today_str:
+        raise ValueError(
+            f"Master allocation file is stale: file date={file_date!r}, today={today_str!r}. "
+            "Regenerate with generate_master_allocation.py."
+        )
+
+    broker_key = broker_name.strip().upper()
+    brokers = data.get("brokers", {})
+    if broker_key not in brokers:
+        raise KeyError(
+            f"Broker {broker_key!r} not found in master allocation. "
+            f"Available brokers: {list(brokers.keys())}"
+        )
+
+    strategies = brokers[broker_key].get("strategies", {})
+    strategy_key = strategy_name.strip().upper()
+    if strategy_key not in strategies:
+        raise KeyError(
+            f"Strategy {strategy_key!r} not found under broker {broker_key!r} in master allocation. "
+            f"Available strategies: {list(strategies.keys())}"
+        )
+
+    entry = strategies[strategy_key]
+    return float(entry.get("pct", 0.0))
+
+
+def broker_capital(broker) -> float:
+    """Fetch live total capital from broker: cash + collateral."""
+    caps = broker.get_available_capital()
+    return float(caps.get("cash", 0.0)) + float(caps.get("collateral", 0.0))
+
+
+def current_utilisation(broker, strategy_name: str) -> float:
+    """Sum of margin currently consumed by open positions of this strategy.
+
+    Calls broker.get_margin_requirement() for each open position (net=False).
+    Exchange is read from Redis per position; defaults to NSE if missing.
+    """
+    from tradingapi.utils import get_pnl_table, hget_with_default
+
+    try:
+        pnl = get_pnl_table(broker, strategy_name, refresh_status=True)
+    except Exception:
+        return 0.0
+
+    if pnl.empty:
+        return 0.0
+
+    open_mask = (pnl["entry_quantity"].fillna(0) + pnl["exit_quantity"].fillna(0)) != 0
+    exit_empty = pnl["exit_time"].fillna("").astype(str).str.strip().isin(["", "0", "NaT"])
+    open_pnl = pnl.loc[open_mask | exit_empty]
+
+    total = 0.0
+    for _, row in open_pnl.iterrows():
+        combo_symbol = str(row.get("symbol", "")).strip()
+        if not combo_symbol:
+            continue
+        net_qty = float(row.get("entry_quantity", 0) or 0) + float(row.get("exit_quantity", 0) or 0)
+        if net_qty == 0:
+            continue
+        # Signed: positive = long, negative = short.
+        # parse_combo_symbol handles both simple and combo symbols uniformly.
+        order_size = int(net_qty)
+
+        entry_keys_str = str(row.get("entry_keys", "")).strip()
+        first_key = entry_keys_str.split()[0] if entry_keys_str else ""
+        exchange = hget_with_default(broker, first_key, "exchange", "NSE") if first_key else "NSE"
+
+        try:
+            margin = broker.get_margin_requirement(combo_symbol, order_size, exchange)
+            if margin is not None:
+                total += float(margin)
+        except Exception:
+            pass
+    return total
+
+
+def remaining_budget(budget: float, utilised: float) -> float:
+    return max(0.0, budget - utilised)
+
+
+def _remaining_factor_sum(open_positions: int, max_positions: int, decay: float, min_frac: float) -> float:
+    """Sum of decay fractions for future legs [open_positions, max_positions)."""
+    return float(sum(
+        max(min_frac, decay ** k)
+        for k in range(open_positions, max_positions)
+    ))
+
+
+def scalping_entry_target(
+    remaining: float,
+    open_positions: int,
+    max_positions: int,
+    decay: float,
+    min_frac: float,
+) -> float:
+    """Target margin for the next scalping entry given remaining budget.
+
+    Entry 1 (0 open): remaining / sum([1.0, 0.75, 0.5625]) ≈ remaining / 2.3125
+    Entry 2 (1 open): remaining / sum([0.75, 0.5625]) ≈ remaining / 1.3125
+    Entry 3 (2 open): remaining / 0.5625 → clamped to remaining (last leg gets all that's left)
+    """
+    if open_positions >= max_positions:
+        return 0.0
+    factor_sum = _remaining_factor_sum(open_positions, max_positions, decay, min_frac)
+    if factor_sum <= 0:
+        return remaining
+    raw = remaining / factor_sum
+    return min(raw, remaining)
+
+
+def strangle_entry_target(budget_now: float, remaining: float, scheduled_entries: int) -> float:
+    """Target margin for the next strangle entry.
+
+    Equal weighting across scheduled entries, clamped to what's actually left.
+    """
+    if scheduled_entries <= 0:
+        return remaining
+    equal_share = budget_now / scheduled_entries
+    return min(equal_share, remaining)

{tradingapi-0.2.0 → tradingapi-0.3.0}/tradingapi/broker_base.py

@@ -1,6 +1,5 @@
 import datetime as dt
 import json
-import logging
 import math
 from abc import ABC, abstractmethod
 from dataclasses import asdict, dataclass
@@ -11,8 +10,6 @@ import pandas as pd
 import pytz
 import redis
 
-logger = logging.getLogger(__name__)
-
 from .exceptions import (
     TradingAPIError,
     BrokerConnectionError,
@@ -26,7 +23,10 @@ from .exceptions import (
 from .error_handling import retry_on_error, safe_execute, log_execution_time, handle_broker_errors, validate_inputs
 from chameli.dateutils import parse_datetime
 
-# Removed trading_logger import to avoid circular import issues
+
+def _get_trading_logger():
+    from tradingapi import trading_logger
+    return trading_logger
 
 NEXT_DAY_TIMESTAMP = int((get_tradingapi_now() + dt.timedelta(days=1)).timestamp())
 
@@ -291,9 +291,9 @@ class Order:
         try:
             # Handle None values
             if value is None:
-                logger.warning(
+                _get_trading_logger().log_warning(
                     "Received None value, returning 0",
-                    extra={"value": value, "default": 0, "method": "_convert_to_int", "argument_name": argument_name},
+                    context={"value": value, "default": 0, "method": "_convert_to_int", "argument_name": argument_name},
                 )
                 return 0
 
@@ -310,9 +310,9 @@ class Order:
                 # Strip whitespace and handle empty strings
                 value = value.strip()
                 if not value:
-                    logger.warning(
+                    _get_trading_logger().log_warning(
                         "Empty string value, returning 0",
-                        extra={
+                        context={
                             "value": repr(value),
                             "default": 0,
                             "method": "_convert_to_int",
@@ -325,9 +325,9 @@ class Order:
                     # Try to convert string to float first, then to int
                     return int(float(value))
                 except ValueError:
-                    logger.warning(
+                    _get_trading_logger().log_warning(
                         "Failed to convert string to int",
-                        extra={
+                        context={
                             "value": repr(value),
                             "default": 0,
                             "method": "_convert_to_int",
@@ -342,9 +342,9 @@ class Order:
                     # Convert object to string and then to number
                     str_value = str(value).strip()
                     if not str_value:
-                        logger.warning(
+                        _get_trading_logger().log_warning(
                             "Object converted to empty string, returning 0",
-                            extra={
+                            context={
                                 "value": repr(value),
                                 "value_type": type(value).__name__,
                                 "default": 0,
@@ -356,9 +356,9 @@ class Order:
 
                     return int(float(str_value))
                 except (ValueError, TypeError):
-                    logger.warning(
+                    _get_trading_logger().log_warning(
                         "Failed to convert object to int",
-                        extra={
+                        context={
                             "value": repr(value),
                             "value_type": type(value).__name__,
                             "default": 0,
@@ -369,10 +369,10 @@ class Order:
                     return 0
 
         except Exception as e:
-            logger.error(
+            _get_trading_logger().log_error(
                 "Error converting value to int",
-                exc_info=True,
-                extra={
+                e,
+                context={
                     "value": repr(value),
                     "value_type": type(value).__name__,
                     "method": "_convert_to_int",
@@ -389,9 +389,9 @@ class Order:
         try:
             # Handle None values
             if value is None:
-                logger.warning(
+                _get_trading_logger().log_warning(
                     "Received None value, returning NaN",
-                    extra={
+                    context={
                         "value": value,
                         "default": float("nan"),
                         "method": "_convert_to_float",
@@ -409,9 +409,9 @@ class Order:
                 # Strip whitespace and handle empty strings
                 value = value.strip()
                 if not value:
-                    logger.warning(
+                    _get_trading_logger().log_warning(
                         "Empty string value, returning NaN",
-                        extra={
+                        context={
                             "value": repr(value),
                             "default": float("nan"),
                             "method": "_convert_to_float",
@@ -423,9 +423,9 @@ class Order:
                 try:
                     return float(value)
                 except ValueError:
-                    logger.warning(
+                    _get_trading_logger().log_warning(
                         "Failed to convert string to float",
-                        extra={
+                        context={
                             "value": repr(value),
                             "default": float("nan"),
                             "method": "_convert_to_float",
@@ -440,9 +440,9 @@ class Order:
                     # Convert object to string and then to number
                     str_value = str(value).strip()
                     if not str_value:
-                        logger.warning(
+                        _get_trading_logger().log_warning(
                             "Object converted to empty string, returning NaN",
-                            extra={
+                            context={
                                 "value": repr(value),
                                 "value_type": type(value).__name__,
                                 "default": float("nan"),
@@ -454,9 +454,9 @@ class Order:
 
                     return float(str_value)
                 except (ValueError, TypeError):
-                    logger.warning(
+                    _get_trading_logger().log_warning(
                         "Failed to convert object to float",
-                        extra={
+                        context={
                             "value": repr(value),
                             "value_type": type(value).__name__,
                             "default": float("nan"),
@@ -467,10 +467,10 @@ class Order:
                     return float("nan")
 
         except Exception as e:
-            logger.error(
+            _get_trading_logger().log_error(
                 "Error converting value to float",
-                exc_info=True,
-                extra={
+                e,
+                context={
                     "value": repr(value),
                     "value_type": type(value).__name__,
                     "method": "_convert_to_float",
@@ -493,10 +493,10 @@ class Order:
             else:
                 return False
         except Exception as e:
-            logger.error(
+            _get_trading_logger().log_error(
                 "Error converting value to bool",
-                exc_info=True,
-                extra={
+                e,
+                context={
                     "value": value,
                     "value_type": type(value).__name__,
                     "method": "_convert_to_bool",
@@ -721,9 +721,9 @@ class BrokerBase(ABC):
         try:
             self._validate_config(kwargs)
             self._initialize_broker(kwargs)
-            logger.info(
+            _get_trading_logger().log_info(
                 "Broker initialized successfully",
-                extra={"broker_type": self.__class__.__name__, "config_keys": list(kwargs.keys())},
+                context={"broker_type": self.__class__.__name__, "config_keys": list(kwargs.keys())},
             )
         except Exception as e:
             context = create_error_context(
@@ -737,9 +737,9 @@ class BrokerBase(ABC):
             raise ValidationError("Configuration must be a dictionary")
 
         # Add specific validation logic for each broker type
-        logger.debug(
+        _get_trading_logger().log_debug(
             "Validating broker configuration",
-            extra={"broker_type": self.__class__.__name__, "config_keys": list(config.keys())},
+            context={"broker_type": self.__class__.__name__, "config_keys": list(config.keys())},
         )
 
     def _initialize_broker(self, config: dict):
@@ -834,7 +834,11 @@ class BrokerBase(ABC):
         Modify an existing order.
 
         Args:
-            **kwargs: Order modification parameters
+            **kwargs:
+                broker_order_id (str): Broker order ID to modify.
+                new_price (float): New limit price (0 for market).
+                new_quantity (int): New total quantity.
+                order (Order, optional): Order object to bootstrap Redis state if not cached.
 
         Returns:
             Order: Updated order object
@@ -1070,3 +1074,18 @@ class BrokerBase(ABC):
             MarketDataError: If balance retrieval fails
         """
         pass
+
+    def get_margin_requirement(
+        self, combo_symbol: str, order_size: int, exchange: str = "NSE", mds: Optional[str] = None, net: bool = False
+    ) -> Optional[float]:
+        """Default broker margin hook. Brokers can override if supported."""
+        _get_trading_logger().log_warning(
+            "get_margin_requirement not implemented for broker",
+            context={
+                "broker_type": self.__class__.__name__,
+                "combo_symbol": combo_symbol,
+                "order_size": order_size,
+                "exchange": exchange,
+            },
+        )
+        return None

{tradingapi-0.2.0 → tradingapi-0.3.0}/tradingapi/config/config_sample.yaml

@@ -20,6 +20,7 @@ commissions:
     file: "commissions_20241216.yaml"
 
 FIVEPAISA:
+  EXCHANGES: [NSE, BSE, MCX]
   USE_PROXY: false
   APP_NAME:
   APP_SOURCE:
@@ -33,7 +34,12 @@ FIVEPAISA:
   SYMBOLCODES:
   USERTOKEN:
 
+# Additional FivePaisa accounts (optional). Pass as account= to FivePaisa().
+# FIVEPAISA_ACCOUNT2:
+#   ... (same keys as FIVEPAISA above)
+
 SHOONYA:
+  EXCHANGES: [NSE, BSE, MCX]
   USE_PROXY: false
   USER:
   PWD:
@@ -43,7 +49,12 @@ SHOONYA:
   SYMBOLCODES: "/home/psharma/onedrive/rfiles/data/static/shoonya_symbols"
   USERTOKEN:
 
+# Additional Shoonya accounts (optional). Pass as account= to Shoonya().
+# SHOONYA_ACCOUNT2:
+#   ... (same keys as SHOONYA above)
+
 ICICIDIRECT:
+  EXCHANGES: [NSE, BSE, MCX]
   USE_PROXY: false
   API_KEY:
   API_SECRET:
@@ -72,3 +83,37 @@ ICICIDIRECT:
   #   --totp-token "${ICICI_TOTP_TOKEN}"
   SYMBOL_MASTER_URL: # Optional: symbol master zip url
   SYMBOLCODES:
+
+# Additional ICICIDirect accounts (optional). Pass as account= to IciciDirect().
+# ICICIDIRECT_ACCOUNT2:
+#   ... (same keys as ICICIDIRECT above)
+
+DHAN:
+  EXCHANGES: [NSE, BSE]
+  USE_PROXY: false
+  CLIENT_ID:
+  ACCESS_TOKEN: # Optional fallback if TOTP/PIN flow is not used
+  TOTP_TOKEN: # Optional: used for auto token refresh
+  PIN: # Optional: used for auto token refresh
+  USERTOKEN: # Optional: token cache file path
+  SYMBOLCODES:
+  QUOTE_RATE_LIMIT_REDIS_DB: 4 # Optional: dedicated Redis DB for global quote limiter
+  QUOTE_RATE_LIMIT_RPS: 1 # Optional: quote API limit in requests/second
+  HISTORICAL_RATE_LIMIT_RPS: 10 # Optional: historical API limit in requests/second
+  REQUEST_STREAMING_DATA_RATE_LIMIT_RPS: 10 # Optional: streaming subscription request rate in requests/second
+
+# Additional DHAN accounts (optional). Name can be anything; pass as account= to Dhan().
+# Example: dh2 = Dhan(account="DHAN_ACCOUNT2"); dh2.connect(redis_db=5)
+DHAN_ACCOUNT2:
+  EXCHANGES: [NSE, BSE]
+  USE_PROXY: false
+  CLIENT_ID:
+  ACCESS_TOKEN:
+  TOTP_TOKEN:
+  PIN:
+  USERTOKEN:
+  SYMBOLCODES:
+  QUOTE_RATE_LIMIT_REDIS_DB: 5
+  QUOTE_RATE_LIMIT_RPS: 1
+  HISTORICAL_RATE_LIMIT_RPS: 10
+  REQUEST_STREAMING_DATA_RATE_LIMIT_RPS: 10

{tradingapi-0.2.0 → tradingapi-0.3.0}/tradingapi/config.py

@@ -541,6 +541,22 @@ def get_config() -> Config:
     return cast(Config, _config_instance)
 
 
+def get_fno_freeze_limit(broker_name: str, underlying: str) -> Optional[int]:
+    """Return max contracts per FNO order for (broker, underlying).
+
+    Values in tradingapi.yaml are total contracts (= lots × lot_size).
+    Returns None if no limit is configured for the broker/underlying.
+    """
+    try:
+        cfg = get_config()
+        freeze_cfg = cfg.get("freeze_limits") or {}
+        broker_map = (freeze_cfg.get("brokers") or {}).get(str(broker_name).strip().upper(), {})
+        val = broker_map.get(str(underlying).strip().upper())
+        return int(val) if val is not None else None
+    except Exception:
+        return None
+
+
 # Example usage with enhanced error handling
 if __name__ == "__main__":
     try: