Changes

Author: akash-suresh

.gitignore

@@ -4,3 +4,4 @@ IntradayData_2018/*
 result.csv
 *.pyc
 NIFTY50_APR2019/*
+samplealgo01/*

classes/DayEntry.py

@@ -1,3 +1,5 @@
+import logging
+
 class Day:
 
     def __init__(self, boughtFlag = 0, money = 1, sellEndOfDay = True):
@@ -14,10 +16,13 @@ def initializeNextDay(self, sellEndOfDay = True):
         return nextDay
 
     def addTrade(self, trade):
+        logging.debug('Inside addTrade to day fn')
         self.money = self.money*(1 + trade.profitPercentage/100.0)
+        logging.debug('money {}'.format(self.money))
         self.trades.append(trade)
         self.dailyTrades = len(self.trades)
         self.reset()
+        logging.debug('after reset bought flag : {}'.format(self.boughtFlag))
 
     def getLastTrade(self):
         return self.trades[self.dailyTrades - 1]

classes/MinuteEntry.py

@@ -1,4 +1,4 @@
-from utils.TimeUtil import convertTime, revConvertTime
+from utils.TimeUtil import convertTime, revConvertTime, revConvertDateTime
 
 
 def parseMinuteData(minuteData, shortTerm, longTerm):
@@ -12,13 +12,21 @@ def parseMinuteData(minuteData, shortTerm, longTerm):
         diff = minuteData[1]["MA_" + str(longTerm)] - minuteData[1]["MA_" + str(shortTerm)]
     return time, openingPrice, low, high, closingPrice, diff
 
-
 class Minute:
 
-    def __init__(self, minuteData, shortTerm = 0, longTerm = 0):
-        self.time, self.openingPrice, self.low, self.high, self.closingPrice, self.diff = parseMinuteData(minuteData, shortTerm, longTerm)
-        self.listPrice = 0.5 * (self.openingPrice + self.closingPrice)
+    # def __init__(self, minuteData, shortTerm = 0, longTerm = 0):
+    #     self.time, self.openingPrice, self.low, self.high, self.closingPrice, self.diff = parseMinuteData(minuteData, shortTerm, longTerm)
+    #     self.listPrice = 0.5 * (self.openingPrice + self.closingPrice)
+
+    def __init__(self, timestamp, last_price):
+        # self.openingPrice = None
+        # self.low = None
+        # self.high = None
+        # self.closingPrice= None
+        # self.diff = None
+        self.time = timestamp
+        self.listPrice = last_price
 
     def toString(self, verbose):
         if verbose:
-            print 'Time: {}, Low: {}, High: {}'.format(revConvertTime(self.time), self.low, self.high)
+            print 'Time: {}, ListPrice: {}'.format(self.time, self.listPrice)

classes/RenkoEntry.py

@@ -1,4 +1,4 @@
-from utils.TimeUtil import revConvertTime
+from utils.TimeUtil import revConvertDateTime
 
 class Renko:
     def __init__(self, low, high, renkoType, time):
@@ -7,6 +7,6 @@ def __init__(self, low, high, renkoType, time):
         self.renkoType = renkoType
         self.time = time
 
-    def toString(self, verbose):
+    def toString(self, verbose=False):
         if verbose:
-            print('time: {}, low: {}, high: {}, type: {}'.format(revConvertTime(self.time), self.low, self.high, self.renkoType))
+            print('time: {}, low: {}, high: {}, type: {}'.format(self.time, self.low, self.high, self.renkoType))

classes/TradeEntry.py

@@ -1,4 +1,5 @@
 from utils.TimeUtil import revConvertTime
+import logging
 
 class Trade:
 
@@ -29,6 +30,7 @@ def exitTrade(self, exitType, timeExited, verbose = False):
         self.exitTrade(exitType, timeExited, 0, verbose)
 
     def exitTrade(self, exitType, timeExited, eodPrice, verbose = False):
+        logging.debug('Inside exitTrade fn')
         brokerage = 0.0002
         self.timeExited = timeExited
         if exitType == 'stopLoss':
@@ -46,7 +48,8 @@ def exitTrade(self, exitType, timeExited, eodPrice, verbose = False):
 
     def toString(self, verbose = False):
         if verbose:
-            print("{:d}, {:.4f}, {:.4f}, {:s}, {:s}, {:.4f}".format(self.tradeType, self.enterPrice, self.exitPrice, revConvertTime(self.timeEntered), revConvertTime(self.timeExited), self.profitPercentage))
+            print("{:d}, {:.4f}, {:.4f}, {:.4f}".format(self.tradeType, self.enterPrice, self.exitPrice, self.profitPercentage))
+            print("{} {}".format(self.timeEntered, self.timeExited))
 
     def calculateProfitPercentage(self, buyPrice, sellPrice, brokerage):
         self.profitPercentage = 100*(sellPrice*(1-brokerage) - buyPrice)/(1.0*buyPrice)