fixes shrt, geeks

DiscordAlertsTrader/alerts_trader.py

@@ -255,13 +255,21 @@ def short_orders(self, order, pars):
                     self.queue_prints.put([str_msg, "", "red"])
                     return "no", order, False
 
-            if self.cfg['shorting']['STO_trailingstop'] != "":
-                # first check price ask
-                order["price_actual"] = self.price_now(order['Symbol'], 'BTO', 1 )
-                pdiff = round((order['price']-order["price_actual"])/order['price']*100,1)
-
+            # use current price as ask, bid or last, or alerted
+            sto_price = cfg['shorting']['STO_price']
+            check_price = True
+            if sto_price == 'alert':
+                check_price = False            
+            ptype = "BTO" if sto_price == "ask" else "last" if sto_price == "last" else "STO"
+            if check_price:
+                order["price_actual"] = self.price_now(order['Symbol'], ptype, 1 )
+            else:
+                order["price_actual"] = order['price']
+            pdiff = round((order['price']-order["price_actual"])/order['price']*100,1)
+
+            if self.cfg['shorting']['STO_trailingstop'] != "":                            
                 # if pdiff too large, trigger trailing only when price target
-                if pdiff >= eval(self.cfg['shorting']['max_price_diff']):
+                if pdiff > eval(self.cfg['shorting']['max_price_diff']):
                     order['price_trigger'] = order["price_actual"]      
                     str_msg = f"STO alert price diff too high: {pdiff}% at {order['price_actual']}, trailing will trigger at {order['price']}"
                     print(Back.GREEN + str_msg)
@@ -271,9 +279,11 @@ def short_orders(self, order, pars):
 
             else:
                 # if price diff not too high, use current price
-                pdiff = round((order['price']-order["price_actual"])/order['price']*100,1)
                 if pdiff < eval(self.cfg['shorting']['max_price_diff']):
-                    order['price'] = self.price_now(order['Symbol'], 'BTO', 1 )
+                    if check_price:
+                        order['price'] = self.price_now(order['Symbol'], ptype, 1 )
+                    else:   
+                        order['price'] = order['price_actual']
                 else:
                     str_msg = f"STO alert price diff too high: {pdiff}% at {order['price_actual']}, keeping original price of {order['price']}"
                     print(Back.GREEN + str_msg)
@@ -309,6 +319,7 @@ def short_orders(self, order, pars):
             return "yes", order, False
         # decide if do BTC based on alert
         elif order['action'] == "BTC":
+
             return "yes", order, False
         else:
             return "no", order, False

DiscordAlertsTrader/calc_strat.py

@@ -448,7 +448,8 @@ def calc_returns(fname_port= cfg['portfolio_names']['tracker_portfolio_name'],
         for ipt in pt:
             roi_actual, = calc_roi(bid.loc[trigger_index:],  PT=ipt, TS=ts, SL=sl, do_plot=False, 
                                     initial_prices=price_curr,sl_update=sl_update, avgdown=avg_down_,
-                                    pt_update=pt_update,  last=last, ask=ask, action=port.loc[idx, 'Type'])
+                                    pt_update=pt_update,  last=last.loc[trigger_index:], ask=ask.loc[trigger_index:],
+                                    action=port.loc[idx, 'Type'])
             rois.append(roi_actual)
 
         rois_r = np.array(rois)

DiscordAlertsTrader/config_example.ini

@@ -162,6 +162,8 @@ accountId =
 DO_STO_TRADES = false
 # if shorting, let alerts close the price (better let SL and PT), can be true or false
 DO_BTC_TRADES = false
+# DEFINE PRICE, either ask, bit, last or alert
+STO_price = ask
 # if True, repeated alerts will buy again. Set to False if you want to buy only once [safer option]
 accept_repeated_sto_alerts = False
 # if current price, accept trade if price difference smaller than percent

DiscordAlertsTrader/gui.py

@@ -179,7 +179,7 @@ def fit_table_elms(Widget_element):
         ]
 layout += gl.trigger_alerts_layout()
 print(3)
-window = sg.Window('Discord Alerts Trader', layout,size=(100, 800), # force_toplevel=True,
+window = sg.Window(f'Discord Alerts Trader - with broker {bksession.name}', layout,size=(100, 800), # force_toplevel=True,
                     auto_size_text=True, resizable=True)
 print(4)
 def mprint_queue(queue_item_list, subscribed_author=False):

DiscordAlertsTrader/marketdata/load_chn_hist(1).py

@@ -22,7 +22,7 @@
 get_date_after_from_port = True
 re_download = False
 delete_port = False
-author = "EM"
+author = "moneymotiveA+"
 
 
 def get_timestamp(row):
@@ -83,6 +83,7 @@ def save_or_append_quote(quotes, symbol, path_quotes, overwrite=False):
     "gianni": 1209992523083415603,
     "og-alerts": 1207717868716826645,
     "EM": 1126325195301462117,
+    "vader-swings":1223379548675117088,
     }
 chan_id = chan_ids[author]
 if not use_theta_rest_api:
@@ -254,7 +255,7 @@ def save_or_append_quote(quotes, symbol, path_quotes, overwrite=False):
         if resp == "STCwithout BTO":
             print("STC without BTO", order["Symbol"], order["Date"])
 
-tracker.portfolio['spread'] = 100*(tracker.portfolio['bid']-tracker.portfolio['Price-actual'])/tracker.portfolio['Price-actual']
+tracker.portfolio['spread'] = 100*(tracker.portfolio['price_actual_bid']-tracker.portfolio['Price-actual'])/tracker.portfolio['Price-actual']
 # tracker.portfolio = tracker.portfolio[tracker.portfolio['spread'].abs()<15]
 # tracker.portfolio['ask'] = tracker.portfolio['Price-actual']
 # tracker.portfolio['Price-actual']  = tracker.portfolio['bid']

DiscordAlertsTrader/marketdata/thetadata_api.py

@@ -99,6 +99,8 @@ def get_hist_trades(self, symbol: str, date_range: List[date], interval_size: in
     def get_geeks(self, symbol: str, date_range: List[date], interval_size: int=1000):
         """send request and get historical trades for an option symbol"""
 
+        # symbol = "ACB_040524C6.5"
+        # date_range = [date(2024, 4, 5), date(2024, 4, 5)]
         symb_info = parse_symbol(symbol)
         expdate = date(symb_info['exp_year'], symb_info['exp_month'], symb_info['exp_day']).strftime("%Y%m%d")
         root = symb_info['symbol']
@@ -114,7 +116,12 @@ def get_geeks(self, symbol: str, date_range: List[date], interval_size: int=1000
         df_q = pd.read_csv(io.StringIO(response.content.decode('utf-8')))
         df_q['timestamp'] = df_q.apply(get_timestamp_, axis=1)
 
-        return df_q
+        trades = self.get_hist_trades( symbol, date_range, interval_size)
+        merged_df = pd.merge(trades[['timestamp', 'last', 'volume']], df_q, on='timestamp', how='right')
+        df = merged_df[['timestamp', 'bid', 'ask', 'last', 'volume', 'delta', 'theta',
+                        'vega', 'lambda', 'implied_vol', 'underlying_price']]
+        # df.to_csv(symbol+".csv")
+        return df
 
     def get_hist_quotes(self, symbol: str, date_range: List[date], interval_size: int=1000):
         """send request and get historical quotes for an option symbol"""

DiscordAlertsTrader/server_alert_formatting.py

@@ -9,7 +9,7 @@ def server_formatting(message):
         message = xtrades_formatting(message)
     elif message.guild.id == 836435995854897193:
         message = tradeproelite_formatting(message)
-    elif message.channel.id in [1144658745822035978, 1196385162490032128, 1176558956123013230, 1213995695237763145]:
+    elif message.channel.id in [1144658745822035978, 1196385162490032128, 1176558956123013230, 1213995695237763145, 1224336566907044032]:
         message = eclipse_alerts(message)
     elif message.channel.id in [1005221780941709312, 1176559103431168001]:
         message = oculus_alerts(message)