Fixed order managers logging - minor bugs

src/common/order_manager.py

@@ -18,13 +18,18 @@ def __init__(self, client: IClientManager, config) -> None:
         self.live_feed_mgr = None
         self.target_achieved = False
         self.exchange_type = "D"
+        if "SL_FACTOR" in self.config:
+            self.sl_factor = self.config["SL_FACTOR"]
+        else:
+            self.sl_factor = 1.65
 
     def set_exchange_type(self, exch_type: str) -> str:
         self.exchange_type = exch_type
 
     def place_short(self, strikes: dict, tag: str) -> None:
         for item in ["ce", "pe"]:
-            # strikes["%s_ltp" % item] # Market Order if price =0.0
+            # Market Order if price =0.0, we place a limit order instead with 0.5 less
+            # to increase the chances of execution
             price = self.square_off_price(rate=strikes[f"{item}_ltp"]) - 0.5
             scrip_code = strikes[f"{item}_code"]
             textinfo = f"""client.place_order(OrderType='S',
@@ -49,8 +54,17 @@ def place_short(self, strikes: dict, tag: str) -> None:
             if order_status["Message"] == "Success":
                 self.logger.debug("%s_done", item)
             time.sleep(2)
+            pending_orders = self.get_sl_pending_orders(tag)
+            if len(pending_orders) > 0:
+                self.logger.warning(
+                    "%s orders not executed ! Waiting for another 1 min",
+                    json.dumps(pending_orders, indent=2),
+                )
+                time.sleep(60)
+            else:
+                self.logger.info("All short orders executed !")
 
-    def aggregate_sl_orders(self, tag: str, sl_factor=1.65):
+    def aggregate_sl_orders(self, tag: str, sl_factor: float = 1.65):
         sl_details = None
         response = self.client.get_tradebook()
         if response:
@@ -112,9 +126,10 @@ def aggregate_sl_orders(self, tag: str, sl_factor=1.65):
     # so we need to aggregate them based on scrip code
     # This is done to reduce brokerage when sl hits, we want one sl order to
     # be executed, instead of multiple orders
-    def place_short_stop_loss_v2(self, tag: str, retries: int = 0) -> None:
-        while retries < 3:
-            sl_details = self.aggregate_sl_orders(tag)
+    def place_short_stop_loss_v2(self, tag: str, retries_count: int = 3) -> None:
+        retries = 0
+        while retries < retries_count:
+            sl_details = self.aggregate_sl_orders(tag, self.sl_factor)
             if sl_details is None:
                 self.logger.info(
                     "No fully executed Orders found for %s waiting for 2 seconds", tag
@@ -159,6 +174,7 @@ def place_short_stop_loss_v2(self, tag: str, retries: int = 0) -> None:
                 self.logger.error("Failed to place stop loss for %d", scrip_code)
             time.sleep(0.5)
 
+        ## Make it generic, remove following logging, as those doesn't belong here
         self.logger.info("Collecting Maximum Premium of :%f INR", max_premium)
         self.logger.info("Maximum Loss of :%f INR", max_loss)
 

tests/strategy_test.py

@@ -30,15 +30,23 @@ def __init__(
         order_manager: order_manager.OrderManager,
         strikes_manager: strikes_manager.StrikesManager,
     ):
+        index_option = self.order_manager.config["INDEX_OPTION"]
+        ## select the index based on the config
+        if index_option == "NIFTY":
+            index_option = StrangleStrategy.NIFTY_INDEX
+        elif index_option == "BANKNIFTY":
+            self.index = StrangleStrategy.BANKNIFTY_INDEX
+        else:
+            raise Exception("Invalid index option")
         super().__init__(
             "Strangle",
-            [StrangleStrategy.NIFTY_INDEX, strikes["ce_code"], strikes["pe_code"]],
+            [self.index, strikes["ce_code"], strikes["pe_code"]],
         )
         self.strikes_manager = strikes_manager
         self.order_manager = order_manager
         self.feed_manager = feed_manager
 
-        ## This should be managed by base, by currently putting it here
+        ## This should be managed by base, but currently putting it here
 
         self.strikes = strikes
         self.set_mtm_target(self.order_manager.config["target_profit"])
@@ -78,7 +86,7 @@ def get_leg_pnl(self, _code: int, avg: float, qty: int, ltp: float):
     def entry(self, ohlcvt: dict) -> bool:
         if self.is_in_position():  ## Already in a trade
             return False
-        if StrangleStrategy.NIFTY_INDEX == ohlcvt["code"]:
+        if self.index == ohlcvt["code"]:
             if self.user_data["nifty_index"]["low"] == -1.0:
                 self.user_data["nifty_index"]["low"] = ohlcvt["l"]
             if self.user_data["nifty_index"]["high"] == -1.0:
@@ -94,11 +102,9 @@ def entry(self, ohlcvt: dict) -> bool:
                     and ohlcvt["c"] > self.user_data["nifty_index"]["low"]
                 ):
                     ## Unsubscribe from the nifty index feed
-                    self.feed_manager.unsubscribe(
-                        scrip_codes=[StrangleStrategy.NIFTY_INDEX]
-                    )
-                    ## Reove the nifty index from the scrip codes
-                    self.unmonitor(StrangleStrategy.NIFTY_INDEX)
+                    self.feed_manager.unsubscribe(scrip_codes=[self.index])
+                    ## Remove the nifty index from the scrip codes
+                    self.unmonitor(self.index)
                     ## we are ready to take the trade
                     self.logger.info("Ready to take the trade at %f", ohlcvt["c"])
                     ## Log some stats
@@ -212,7 +218,7 @@ def order_placed(self, order: dict, subsList: dict, user_data: dict):
     def start(self):
         self.feed_manager.monitor(
             scrip_codes=[
-                StrangleStrategy.NIFTY_INDEX,
+                self.index,
                 self.strikes["ce_code"],
                 self.strikes["pe_code"],
             ],