tradx 0.9__tar.gz → 0.9.2__tar.gz

{tradx-0.9 → tradx-0.9.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradx
-Version: 0.9
+Version: 0.9.2
 Summary: A Package Designed to simplify strategy development on package xts-api-client
 Author-email: "jatin.kumawat" <jatin.kumawat@rmoneyindia.com>
 Requires-Python: >=3.12

tradx-0.9.2/examples/example3.py

@@ -0,0 +1,329 @@
+# Importing modules from tradx
+from tradx.marketDataEngine import marketDataEngine
+from tradx.interactiveEngine import interactiveEngine
+from tradx.baseClass.baseAlgo import BaseAlgo
+from tradx.baseClass.market.candleData import CandleData
+from tradx.baseClass.market.index import Index
+from tradx.baseClass.market.optionsInstrument import OptionsInstrument, OptionType
+from tradx.baseClass.interactive.orderEvent import OrderEvent
+from tradx.baseClass.interactive.tradeEvent import TradeEvent
+from tradx.baseClass.interactive.order import Order
+from tradx.baseClass.interactive.position import Position
+from tradx.logger.logger import setup_user_logger
+from tradx.constants.holidays import holidays
+
+# Importing other necessary modules
+import asyncio
+import os
+from apscheduler.schedulers.asyncio import AsyncIOScheduler
+from datetime import datetime, timedelta
+from typing import List, Any
+from decimal import Decimal
+
+"""
+This script demonstrates the implementation of two example algorithmic trading strategies using the `tradx` library. 
+It includes the following components:
+Classes:
+    - Example1: An example trading algorithm that places a market order on current week expiry nifty call at-the-money.
+Functions:
+    - main: The main asynchronous function that initializes the trading environment, sets up logging, and schedules the execution of the example algorithms.
+Usage:
+    - The script loads environment variables from a .env file.
+    - It sets up a user logger to log trading activities.
+    - It initializes the market data engine and interactive engine using API keys and other configurations from the environment variables.
+    - It creates instances of Example1 and Example2 algorithms.
+    - It schedules the initialization and liquidation of the algorithms using the AsyncIOScheduler.
+    - It waits for user input to exit the script.
+Dependencies:
+    - tradx.marketDataEngine
+    - tradx.interactiveEngine
+    - tradx.baseClass.baseAlgo
+    - tradx.baseClass.candleData
+    - tradx.baseClass.orderEvent
+    - tradx.baseClass.tradeEvent
+    - tradx.baseClass.order
+    - tradx.baseClass.position
+    - tradx.logger.logger
+    - asyncio
+    - os
+    - dotenv
+    - apscheduler.schedulers.asyncio
+    - datetime
+To run the script, execute it as a standalone Python file.
+"""
+
+
+async def exit_input(
+    exit_event: asyncio.Event,
+):
+    """Waits for user input to exit the program."""
+    x = ""
+    event_wait_task = asyncio.ensure_future(exit_event.wait())
+    while x != "exit" and (not exit_event.is_set()):
+        try:
+            io_task = asyncio.ensure_future(ainput("Type 'exit' to exit\n"))
+            done, pending = await asyncio.wait(
+                [io_task, event_wait_task], return_when=asyncio.FIRST_COMPLETED
+            )
+            if event_wait_task in done:
+                io_task.cancel()
+            else:
+                x = done.pop().result()
+                if x == "exit":
+                    exit_event.set()
+        except asyncio.CancelledError:
+            pass
+    print("Gracefully exiting the algorithm.")
+    exit_event.set()
+
+
+class SIndex:
+    """Class to manage index options and calculate strike prices based on given values and strike gaps."""
+
+    def __init__(
+        self,
+        symbol: Index,
+        strikegap: Decimal,
+        value: Decimal,
+        lot_size: int,
+        optionChain: List[OptionsInstrument] = [],
+    ) -> None:
+        self._symbol: Index = symbol
+        self._strikegap: Decimal = strikegap
+        self._value: Decimal = value
+        self._lot_size: int = lot_size
+        self._strike: int = 0
+        self._prev_strike: int = None  # To store the previous strike value
+        self._optionChain: List[OptionsInstrument] = optionChain
+
+    @property
+    def symbol(self) -> Index:
+        return self._symbol
+
+    @property
+    def lot_size(self) -> int:
+        return self._lot_size
+
+    @symbol.setter
+    def symbol(self, value) -> None:
+        if not isinstance(value, Index):
+            raise ValueError("Symbol must be a tradx.baseClass.Index.Index")
+        self._symbol = value
+
+    @property
+    def strikegap(self) -> Decimal:
+        return self._strikegap
+
+    @strikegap.setter
+    def strikegap(self, value) -> None:
+        self._strikegap = value
+
+    @property
+    def value(self) -> Decimal:
+        return self._value
+
+    @value.setter
+    def value(self, value: Any) -> None:
+        """
+        Sets the value and calculates the strike price based on the given value.
+        Args:
+            value (Any): The value to be set. It will be converted to a Decimal.
+        Sets:
+            self._value (Decimal): The value converted to a Decimal.
+            self._strike (int): The calculated strike price based on the value and strike gap.
+        """
+
+        self._value = Decimal(value)
+        strike = int(self._strikegap * round(self._value / self._strikegap))
+        self._strike = strike
+
+    @property
+    def strike(self) -> int:
+        return self._strike
+
+    @property
+    def previous_strike(self) -> int:
+        """Returns the previous calculated strike value."""
+        return self._previous_strike
+
+    @property
+    def has_changed(self) -> bool:
+        """Checks if the strike value has changed."""
+        return self.previous_strike != self.strike
+
+    @property
+    def optionChain(self) -> List[OptionsInstrument]:
+        return self._optionChain
+
+    @optionChain.setter
+    def optionChain(self, value: List[OptionsInstrument]) -> None:
+        if not isinstance(value, List):
+            raise ValueError("OptionChain must be a list")
+        self._optionChain = value
+
+    def search_option(
+        self,
+        StrikePrice: int = None,
+        OptionType: int = None,
+        ExchangeInstrumentID: int = None,
+    ) -> List[OptionsInstrument]:
+        """
+        Search for options based on specified criteria.
+        Args:
+            StrikePrice (int, optional): The strike price of the option. Must be an integer.
+            OptionType (int, optional): The type of the option. Must be an integer.
+        Returns:
+            List[OptionsInstrument]: A list of options that match the specified criteria.
+            If no criteria are specified, returns the entire option chain.
+        Raises:
+            AssertionError: If StrikePrice or OptionType are not integers.
+        """
+        assert StrikePrice is None or isinstance(
+            StrikePrice, int
+        ), "StrikePrice must be an integer"
+        assert OptionType is None or isinstance(
+            OptionType, int
+        ), "OptionType must be an integer"
+
+        criteria = {
+            "StrikePrice": StrikePrice,
+            "OptionType": OptionType,
+            "ExchangeInstrumentID": ExchangeInstrumentID,
+        }
+        criteria = {k: v for k, v in criteria.items() if v is not None}
+
+        if not criteria:
+            return self._optionChain
+
+        results = self._optionChain
+        for key, value in criteria.items():
+            results = [option for option in results if getattr(option, key) == value]
+
+        return results
+
+    def update_previous(self) -> None:
+        self._previous_strike = self._strike
+
+    def end(self) -> None:
+        self._optionChain.clear()
+
+
+class Example1(BaseAlgo):
+    def __init__(
+        self, marketDataEngine: marketDataEngine, interactiveEngine: interactiveEngine
+    ):
+        super().__init__(marketDataEngine, interactiveEngine)
+        self.nifty = SIndex(None, 50, 0, 75)
+        self.marketDataEngine = marketDataEngine
+        self.interactiveEngine = interactiveEngine
+
+    async def initialize(self):
+        options = await self.marketDataEngine.option_search(
+            UnderlyingIndexName=self.nifty.symbol.Name, minimumExpiry=True
+        )
+        self.nifty.optionChain = options
+        instruments = []
+        instruments.append(
+            {
+                "exchangeSegment": self.nifty.symbol.ExchangeSegment,
+                "exchangeInstrumentID": self.nifty.symbol.ExchangeInstrumentID,
+            }
+        )
+        _list = await self.marketDataEngine.fetch_ltp(instruments)
+        nifty_index_data = next(
+            item
+            for item in _list
+            if item.ExchangeInstrumentID == self.nifty.symbol.ExchangeInstrumentID
+        )
+        self.nifty.value = nifty_index_data.LastTradedPrice
+        print(f"Nifty index value: {self.nifty.value}")
+        instruments.clear()
+        nifty_call_atm = self.nifty.search_option(
+            StrikePrice=self.nifty.strike,
+            OptionType=OptionType.CE.value,
+        )[0]
+        asyncio.ensure_future(
+            self.interactiveEngine.market_order(
+                self.interactiveEngine.xt.EXCHANGE_NSEFO,
+                nifty_call_atm.ExchangeInstrumentID,
+                "NRML",
+                -1 * self.nifty.lot_size,
+                self.order_no(),
+            )
+        )
+
+    async def deinitialize(self):
+        asyncio.ensure_future(self.unsubscribe())
+
+    async def on_barData(self, data: CandleData):
+        """Expected Bar data here."""
+        self.marketDataEngine.user_logger.info(
+            f"Received the bar: {data}", caller=f"{self.__class__.__name__}.on_data"
+        )
+
+    async def on_orderEvent(self, order: OrderEvent):
+        self.interactiveEngine.user_logger.info(
+            f"Received order event: {order}",
+            caller=f"{self.__class__.__name__}.on_orderEvent",
+        )
+
+    async def on_tradeEvent(self, trade: TradeEvent):
+        self.interactiveEngine.user_logger.info(
+            f"Received trade event: {trade}",
+            caller=f"{self.__class__.__name__}.on_tradeEvent",
+        )
+
+    async def subscribe(self): ...
+    async def unsubscribe(self): ...
+
+
+
+async def main():
+    log_file_path = os.path.join(os.path.dirname(__file__), "TEST.log")
+    if os.path.exists(log_file_path):
+        os.remove(log_file_path)
+    user_logger = setup_user_logger(log_file_path)
+    scheduler = AsyncIOScheduler()
+    scheduler.start()
+    exit_event = asyncio.Event()
+    tradeObject = marketDataEngine(
+        "MARKETDATA_API_KEY",
+        "MARKETDATA_API_SECRET",
+        "SOURCE",
+        "ROOT",
+        user_logger,
+    )
+
+    interactiveObj = interactiveEngine(
+        "INTERACTIVE_API_KEY",
+        "INTERACTIVE_API_SECRET",
+        "SOURCE",
+        "ROOT",
+        user_logger,
+    )
+
+    await interactiveObj.initialize()
+    await tradeObject.loadMaster()
+    algo1 = Example1(tradeObject, interactiveObj)
+    scheduler.add_job(
+        algo1.initialize, "date", run_date=datetime.now() + timedelta(seconds=20)
+    )
+    scheduler.add_job(
+        algo1.liquidateIntraday(), "date", run_date=datetime.now() + timedelta(seconds=40)
+    )
+
+    _input_task = asyncio.ensure_future(exit_input(exit_event))
+    await exit_event.wait()
+    await tradeObject.shutdown()
+    await interactiveObj.shutdown()
+
+
+if __name__ == "__main__":
+    try:
+        """Entering only if today is not a holiday"""
+        _today = datetime.today().date()
+        if _today in holidays:
+            os._exit(0)
+        asyncio.run(main())
+    except KeyboardInterrupt:
+        print("\n❌ Exiting...")

{tradx-0.9 → tradx-0.9.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "tradx"
-version = "0.9"
+version = "0.9.2"
 description = "A Package Designed to simplify strategy development on package xts-api-client"
 readme = "README.md"
 authors = [

{tradx-0.9 → tradx-0.9.2}/test/test_candleData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.candleData import CandleData
+from tradx.baseClass.market.candleData import CandleData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_ltpData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.ltpData import LtpData
+from tradx.baseClass.market.ltpData import LtpData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_ltpPartailData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.ltpPartialData import LtpPartialData
+from tradx.baseClass.market.ltpPartialData import LtpPartialData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_marketDepthData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.marketDepthData import MarketDepthData
+from tradx.baseClass.market.marketDepthData import MarketDepthData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_marketStatusData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.marketStatusData import MarketStatusData
+from tradx.baseClass.market.marketStatusData import MarketStatusData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_openInterestData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.openInterestData import OpenInterestData
+from tradx.baseClass.market.openInterestData import OpenInterestData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_openInterestPartialData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.openInterestPartialData import OpenInterestPartialData
+from tradx.baseClass.market.openInterestPartialData import OpenInterestPartialData
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_option.py

@@ -1,5 +1,5 @@
 import pandas as pd
-from tradx.baseClass.optionsInstrument import OptionManager
+from tradx.baseClass.market.optionsInstrument import OptionManager
 from datetime import datetime
 
 

{tradx-0.9 → tradx-0.9.2}/test/test_orderEvent.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.orderEvent import OrderEvent
+from tradx.baseClass.interactive.orderEvent import OrderEvent
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_positionEvent.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.positionEvent import PositionEvent
+from tradx.baseClass.interactive.positionEvent import PositionEvent
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_touchLineData.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.touchLineData import TouchLineData
+from tradx.baseClass.market.touchLineData import TouchLineData
 
 
 def test_fromString_1():

{tradx-0.9 → tradx-0.9.2}/test/test_tradeConversionEvent.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.tradeConversionEvent import TradeConversionEvent
+from tradx.baseClass.interactive.tradeConversionEvent import TradeConversionEvent
 
 
 def test_fromString():

{tradx-0.9 → tradx-0.9.2}/test/test_tradeEvent.py

@@ -1,4 +1,4 @@
-from tradx.baseClass.tradeEvent import TradeEvent
+from tradx.baseClass.interactive.tradeEvent import TradeEvent
 
 
 def test_fromString():