import os import time import pandas as pd import pandas_ta as ta import logging from datetime import datetime, timedelta import pytz from thefirstock import thefirstock from typing import List import numpy as np import requests import sys import glob class StockDataFetcher: def __init__(self, client_details: List[str]): self.client_details = client_details self.user_id = client_details[0] self.order_cutoff_time = "14:29" # No new orders after this time self.forced_sell_time = "14:52" # All outsanding orders will be closed after this self.forced_sell_enabled = True # True - force close enabled; False - force close disabled self.stop_loss_points = 74 self.number_of_sl =0 self.number_of_days_with_no_data =0 self.number_of_days_played =0 self.number_of_positive_days =0 self.total = 0 self.historyTotal = 0 self.nifty_step_value = 50 self.ist = pytz.timezone('Asia/Kolkata') self.logger = self.setup_logger() print("\n\n\n\n") self.logger.info("**************************") def setup_logger(self) -> logging.Logger: logger = logging.getLogger(__name__) logger.setLevel(logging.INFO) if not logger.handlers: formatter = self.ISTFormatter('%(asctime)s - %(levelname)s - %(message)s') console_handler = logging.StreamHandler() console_handler.setFormatter(formatter) logger.addHandler(console_handler) logging.getLogger().handlers.clear() return logger class ISTFormatter(logging.Formatter): def formatTime(self, record, datefmt=None): ist = pytz.timezone('Asia/Kolkata') record_time = datetime.fromtimestamp(record.created, tz=ist) return record_time.strftime(datefmt or '%Y-%m-%d %H:%M:%S') def login(self): try: response = thefirstock.firstock_login(*self.client_details) if response.get("status") == "success": self.logger.info("Login successful") else: self.logger.error(f"Login failed: {response}") except Exception as e: self.logger.error(f"Login error: {e}") def fetch_time_price_series( self, exchange: str, trading_symbol: str, start_time: str, end_time: str, interval: str ) -> pd.DataFrame: self.logger.info(f"----------------------------------") self.logger.info(f"Fetching data for {trading_symbol}") self.logger.info(f"----------------------------------") try: response = thefirstock.firstock_TimePriceSeries( userId=self.user_id, exchange=exchange, tradingSymbol=trading_symbol, startTime=start_time, endTime=end_time, interval=interval, ) if response.get("status") == "success": return pd.DataFrame(response.get("data", [])) else: self.logger.error(f"Fetch failed: {response}") return pd.DataFrame() except Exception as e: self.logger.error(f"Error fetching series: {e}") return pd.DataFrame() def process_symbol_data(self, symbol: str, interval: int, start_time: datetime, end_time: datetime): print(f'\n\nProcessing for day : {start_time.strftime("%d/%m/%Y")}') print('===============') self.total = 0 exchange, trading_symbol = symbol.split(":") df = self.fetch_time_price_series( exchange, trading_symbol, start_time.strftime("%d/%m/%Y %H:%M:%S"), end_time.strftime("%d/%m/%Y %H:%M:%S"), str(interval), ) if len(df) < 15: print('Not enough data to process.') self.number_of_days_with_no_data = self.number_of_days_with_no_data + 1 print (f"Overall Total : {self.historyTotal} (played: {self.number_of_days_played} +ve: {self.number_of_positive_days} skip:{self.number_of_days_with_no_data} SL-C : {self.number_of_sl})\n\n") return # Preprocess timestamps and ensure data integrity #df['time'] = pd.to_datetime(df['time']).dt.tz_localize(self.ist) df['time'] = pd.to_datetime(df['time'], errors='coerce', dayfirst=True) if not df['time'].dt.tz: df['time'] = df['time'].dt.tz_localize(self.ist) df = df[~((df['time'].dt.hour == 9) & (df['time'].dt.minute < 14))] #df = df[~(((df['time'].dt.hour == 15) & (df['time'].dt.minute >= 31)) | ((df['time'].dt.hour > 15) & (df['time'].dt.hour < 23)))] df = df[~(((df['time'].dt.hour == 14) & (df['time'].dt.minute >= 53)) | ((df['time'].dt.hour >= 15) ))] #print(df) df = df.sort_values(by='time', ascending=True) df['intc'] = pd.to_numeric(df['intc'], errors='coerce') df['intv'] = pd.to_numeric(df['intv'], errors='coerce') df['into'] = pd.to_numeric(df['into'], errors='coerce') df['inth'] = pd.to_numeric(df['inth'], errors='coerce') df['intl'] = pd.to_numeric(df['intl'], errors='coerce') df['date'] = df['time'].dt.tz_convert(self.ist).dt.date ohlc = { 'open': df.iloc[0]['into'], # Open from the first entry 'close': df.iloc[4]['intc'], # Close from the 15th entry 'high': df.iloc[:5]['inth'].max(), # Highest value from the first 15 entries 'low': df.iloc[:5]['intl'].min() # Lowest value from the first 15 entries } ppDict = self.calculate_pivot_levels(ohlc) print(f"Pivot Levels : {ppDict}") #ppDict = {'PP': df.iloc[:15]['inth'].min(), 'R1': df.iloc[:15]['intl'].max(), 'R2': 25000, 'R3': 30000, 'R3_SL': 30100, 'S1': 20000, 'S2': 15000, 'S3': 10000, 'S3_SL': 10900} if abs(ppDict['PP'] - ppDict['R3']) < 100 or abs(ppDict['PP'] - ppDict['S3']) < 100: print('Not enough movement ... Skip') #return df = df.iloc[15:].reset_index(drop=True) # Flags to track different buy/sell conditions separately along with buy price position_flags = { 'ce_r1_buy': None, # CE Buy at R1 'ce_pp_buy': None, # CE Buy at Pivot + abs_allowed_diff 'pe_s1_buy': None, # PE Buy at S1 'pe_pp_buy': None, # PE Buy at Pivot - abs_allowed_diff } abs_allowed_diff = 5 # Allowed absolute difference # Define buy, sell, and stop-loss levels CEbuyLevel = ['S3', 'S3', 'S3', 'S3', 'S2', 'S2'] CEsellLevel = ['S2', 'S1', 'PP', 'R1', 'S1', 'PP'] PEbuyLevel = ['R3', 'R3', 'R3', 'R3', 'R2', 'R2'] PEsellLevel = ['R2', 'R1', 'PP', 'S1', 'R1', 'PP'] CEbuyLevel = ['S3', 'S3', 'S3', 'S3', 'S3', 'S3'] CEsellLevel = ['S2', 'S1', 'PP', 'R1', 'R2', 'R3'] PEbuyLevel = ['R3', 'R3', 'R3', 'R3', 'R3', 'R3'] PEsellLevel = ['R2', 'R1', 'PP', 'S1', 'S2', 'S3'] CEbuyLevel = ['S3', 'S3', 'S3', 'S3', 'S3', 'S3', 'S1', 'S1', 'R1', 'R1'] CEsellLevel = ['S2', 'S1', 'PP', 'R1', 'R2', 'R3', 'PP', 'R1', 'R2', 'R3'] PEbuyLevel = ['R3', 'R3', 'R3', 'R3', 'R3', 'R3', 'R1', 'R1', 'S1', 'S1'] PEsellLevel = ['R2', 'R1', 'PP', 'S1', 'S2', 'S3', 'PP', 'S1', 'S2', 'S3'] CEbuyLevel = ['S3', 'S3', 'S3', 'S3', 'S3', 'S3', 'S1', 'S1', 'S1', 'S1', 'R1', 'R1'] CEsellLevel = ['S2', 'S1', 'PP', 'R1', 'R2', 'R3', 'PP', 'R1', 'R2', 'R3', 'R2', 'R3'] PEbuyLevel = ['R3', 'R3', 'R3', 'R3', 'R3', 'R3', 'R1', 'R1', 'R1', 'R1', 'S1', 'S1'] PEsellLevel = ['R2', 'R1', 'PP', 'S1', 'S2', 'S3', 'PP', 'S1', 'S2', 'S3', 'S2', 'S3'] CEbuyLevel = ['S3', 'S3', 'S3', 'S3', 'S3', 'S3', 'S2','S2','S2','S2','S2', 'S1','S1','S1','S1', 'PP', 'PP', 'PP', 'R1', 'R1', 'R2'] CEsellLevel = ['S2', 'S1', 'PP', 'R1', 'R2', 'R3', 'S1','PP','R1','R2','R3', 'PP','R1','R2','R3', 'R1', 'R2', 'R3', 'R2', 'R3', 'R3'] PEbuyLevel = ['R3', 'R3', 'R3', 'R3', 'R3', 'R3', 'R2', 'R2', 'R2', 'R2', 'R2', 'R1', 'R1', 'R1', 'PP', 'PP', 'PP', 'S1', 'S1', 'S2'] PEsellLevel = ['R2', 'R1', 'PP', 'S1', 'S2', 'S3', 'R1', 'PP', 'S1', 'S2', 'S3', 'S1', 'S2', 'S3','S1', 'S2', 'S3', 'S2', 'S3', 'S3'] CEbuyLevel = ['S3', 'S3', 'S3', 'S3', 'S3', 'S3', 'S1', 'S1', 'S1', 'S1', 'R1', 'R1'] CEsellLevel = ['S2', 'S1', 'PP', 'R1', 'R2', 'R3', 'PP', 'R1', 'R2', 'R3', 'R2', 'R3'] PEbuyLevel = ['R3', 'R3', 'R3', 'R3', 'R3', 'R3', 'R1', 'R1', 'R1', 'R1', 'S1', 'S1'] PEsellLevel = ['R2', 'R1', 'PP', 'S1', 'S2', 'S3', 'PP', 'S1', 'S2', 'S3', 'S2', 'S3'] PEbuyLevel = ['R3', 'R3', 'R3'] PEsellLevel = ['S1', 'S2', 'S3'] CEbuyLevel = ['S3', 'S3', 'S3'] CEsellLevel = ['R1', 'R2', 'R3'] PEbuyLevel = ['R1', 'R1'] PEsellLevel = ['S1', 'S2' ] CEbuyLevel = ['S1', 'S1'] CEsellLevel = ['R1', 'R2'] # Track positions position_flags = {i: None for i in range(len(CEbuyLevel) + len(PEbuyLevel))} abs_allowed_diff = 5 #print(df) do_not_transact_anymore = False for index, row in df.iterrows(): intc = row['intc'] inth = row['inth'] intl = row['intl'] time = row['time'] new_order_time = time.strftime("%H:%M") strikePrice = round(intc / self.nifty_step_value) * self.nifty_step_value tmp_symbol='NIFTY' if do_not_transact_anymore : continue # CE Buy Conditions for i, level in enumerate(CEbuyLevel): level_value = ppDict[level] if level_value <= intl <= level_value + abs_allowed_diff and position_flags[i] is None: print(f"Row {index}: CE Buy ({level}) - time: {time}, intc: {intc}") instrument = tmp_symbol + str(strikePrice) + 'CE' position_flags[i] = {'intc':intc, 'instrument':instrument , 'index':i} closePrice = inth signal = 'BUY' orderType = i self.createEntry(time, instrument, closePrice, signal, orderType) # PE Buy Conditions for i, level in enumerate(PEbuyLevel, start=len(CEbuyLevel)): level_value = ppDict[level] if level_value - abs_allowed_diff <= inth <= level_value and position_flags[i] is None: print(f"Row {index}: PE Buy ({level}) - time: {time}, intc: {intc}") instrument = tmp_symbol + str(strikePrice) + 'PE' position_flags[i] = {'intc':intc, 'instrument':instrument, 'index':i} closePrice = inth signal = 'BUY' orderType = i self.createEntry(time, instrument, closePrice, signal, orderType) # CE Sell Conditions for i, buy_level in enumerate(CEbuyLevel): sell_level = CEsellLevel[i] level_value = ppDict[sell_level] if position_flags[i] is not None and intc >= level_value: stored_value = position_flags[i] profit = intc - stored_value['intc'] print(f"Row {index}: CE Sell ({sell_level}) - time: {time}, intc: {intc}, Profit: {round(profit)}") self.total = self.total + round(profit) position_flags[i] = None instrument = stored_value['instrument'] closePrice = inth signal = 'SELL' orderType = i self.createEntry(time, instrument, closePrice, signal, orderType) # PE Sell Conditions for i, buy_level in enumerate(PEbuyLevel, start=len(CEbuyLevel)): sell_level = PEsellLevel[i - len(CEbuyLevel)] level_value = ppDict[sell_level] if position_flags[i] is not None and intc <= level_value: stored_value = position_flags[i] profit = stored_value['intc'] - intc print(f"Row {index}: PE Sell ({sell_level}) - time: {time}, intc: {intc}, Profit: {round(profit)}") self.total = self.total + round(profit) position_flags[i] = None instrument = stored_value['instrument'] closePrice = inth signal = 'SELL' orderType = i self.createEntry(time, instrument, closePrice, signal, orderType) # CE Stop-Loss Conditions or PE Stop-Loss Conditions if self.stop_loss_points != 0 : #if intc > ppDict['R3_SL'] or intc < ppDict['S3_SL']: for i, price_details in position_flags.items(): sl_hit = False if price_details is not None: buy_price = price_details['intc'] instrument = price_details['instrument'] orderType = price_details['index'] closePrice = intc if (instrument[-2:] == "CE" and intc < ppDict['R3_SL']) or (instrument[-2:] == "PE" and intc > ppDict['S3_SL']): sl_hit = True else: continue signal = 'SELL' self.createEntry(time, instrument, closePrice, signal, orderType) if instrument[-2:] == "CE": instrType = 'CE' if buy_price > intc: loss = buy_price - intc tmpStr = f' loss : {round(loss)}' self.total = self.total - round(loss) else: profit = intc - buy_price tmpStr = f' profit : {round(profit)}' self.total = self.total + round(profit) else: instrType = 'PE' if buy_price > intc: profit = buy_price - intc tmpStr = f' profit : {round(profit)}' self.total = self.total + round(profit) else: loss = intc - buy_price tmpStr = f' loss : {round(loss)}' self.total = self.total - round(loss) print(f"Row {index}: StopLoss Sell : ({instrType}) - time: {time}, intc: {intc}, {tmpStr}") #do_not_transact_anymore = True self.number_of_sl = self.number_of_sl + 1 position_flags[i] = None # Forced Sell at the End if self.forced_sell_enabled and new_order_time >= self.forced_sell_time and not do_not_transact_anymore: for i, price_details in position_flags.items(): if price_details is not None: buy_price = price_details['intc'] instrument = price_details['instrument'] orderType = price_details['index'] closePrice = intc signal = 'SELL' self.createEntry(time, instrument, closePrice, signal, orderType) if instrument[-2:] == "CE": instrType = 'CE' if buy_price > intc: loss = buy_price - intc tmpStr = f' loss : {round(loss)}' self.total = self.total - round(loss) else: profit = intc - buy_price tmpStr = f' profit : {round(profit)}' self.total = self.total + round(profit) else: instrType = 'PE' if buy_price > intc: profit = buy_price - intc tmpStr = f' profit : {round(profit)}' self.total = self.total + round(profit) else: loss = intc - buy_price tmpStr = f' loss : {round(loss)}' self.total = self.total - round(loss) print(f"Row {index}: Forced Sell : ({instrType}) - time: {time}, intc: {intc}, {tmpStr}") print(f"Total Points secured : {self.total}\n") if self.total != 0: self.number_of_days_played = self.number_of_days_played + 1 if self.total > 0: self.number_of_positive_days = self.number_of_positive_days + 1 self.historyTotal = self.historyTotal + self.total print (f"Overall Total : {self.historyTotal} (played: {self.number_of_days_played} +ve: {self.number_of_positive_days} skip:{self.number_of_days_with_no_data} SL-C : {self.number_of_sl})\n\n") def calculate_pivot_levels(self, ohlc): open_price = float(ohlc['open']) high = float(ohlc['high']) low = float(ohlc['low']) close = float(ohlc['close']) # Calculate Pivot Point pivot = (high + close + low + open_price) / 4 # Calculate Resistance Levels r1 = (2 * pivot) - low r2 = pivot + (r1 - ((2 * pivot) - high)) r3 = high + 2.19 * (pivot - low) r3_sl = round(r3) + self.stop_loss_points #r1 = high #r2 = r1 + 74 #r3 = r2 + 99 #r3_sl = round(pivot - 25) # Calculate Support Levels #s1 = low #s2 = s1 - 74 #s3 = s2 - 99 s1 = (2 * pivot) - high s2 = pivot - (r1 - s1) s3 = low - 2.19 * (high - pivot) s3_sl = round(s3) - self.stop_loss_points #s3_sl = round(pivot + 25) ''' pivot = low # Calculate Resistance Levels r1 = high r2 = r1 + 75 r3 = r2 + 75 r3_sl = low # Calculate Support Levels s1 = pivot - 75 s2 = s1 - 75 s3 = s2 - 75 s3_sl = high ''' returnVal = { 'PP': round(pivot), 'R1': round(r1), 'R2': round(r2), 'R3': round(r3), 'R3_SL':r3_sl, 'S1': round(s1), 'S2': round(s2), 'S3': round(s3), 'S3_SL':s3_sl } return returnVal def createEntry(self, time, instrument, closePrice, signal, orderType): return url = "http://143.244.141.41/php/createDeepSeekEntry.php" # Replace with your actual URL tickTime_str = time.strftime("%Y-%m-%d_%H:%M:%S") # Define the parameters params = { 'tickTime': str(tickTime_str), 'instrument': str(instrument), 'closePrice': str(closePrice), 'signal': str(signal), 'orderType': str(orderType) } # Perform the GET request #self.logger.info(f"Get Request with params: {params}") response = requests.get(url, params=params) if response.status_code != 200: self.logger.error(f"Request failed with status code: {response.status_code}") if response.text != '': self.logger.error(response.text + "\n") # Print error message if available else: #self.logger.info(f"Request success: {response.text}\n") pass def fetch_all_data(self): symbols = { "NSE:Nifty 50": 30, } enable_back_testing = False enable_back_testing = True for interval in [1]: for symbol, days in symbols.items(): time.sleep(1) start_time = datetime.now(self.ist).replace(hour=9, minute=15, second=0) end_time = datetime.now(self.ist).replace(hour=15, minute=30, second=0) if not enable_back_testing: self.process_symbol_data(symbol, interval, start_time, end_time) else: today_start_time = start_time today_end_time = end_time for day in range(0, days, 1): start_time = today_start_time - timedelta(days=day) end_time = today_end_time - timedelta(days=day) self.process_symbol_data(symbol, interval, start_time, end_time) time.sleep(1) if __name__ == "__main__": client_details = ['GA0810', 'O9i8u7y6$$', '08101994', 'GA0810_API', 'ada14c5f73f182ca724b90c5dde1e72d'] stock_fetcher = StockDataFetcher(client_details) stock_fetcher.login() stock_fetcher.fetch_all_data()